Thanks Ken.
Interestingly enough, I have had some decidedly odd behavior with regards to gamma. I run Oblivion in a "virtual desktop" mode from Crossover's perspective, because the game crashes in windowed mode (quite well known on this forum I think). So, I think Crossover should always allow me to change the gamma, even without the commands you suggest...and intermittently that has been true (I've never figured out what made the difference).
So, I did try them (everything below is with AllowGamma always), and was ultimately able to solve the Gamma dilemma (thanks again!), but with one odd result :
Initially I was running two monitors, and I moved the crossover virtual desktop from the external monitor to the built-in LCD display on my MBP. When I did that, I could change the gamma, and see the color change on the external monitor, but not on the LCD, and therefore, not in the game.
Then I disconnected the external monitor, without quitting Crossover, and tried launching the game again. No gamma adjustments possible.
Just to be thorough, I then quit Crossover, restarted it and relaunched the game. Then I could change the gamma.
To be extra thorough, I switched it back and forth a couple times, and got the same behavior.
So, in order to change the gamma in a "virtual full screen" mode under Crossover, it looks like you have to
A) Quit Crossover
B) Run the AllowGamma always command above
C) Run Crossover Games only on your Primary monitor (in a dual-monitor config).
Also, just as an aside, when running this way, the gamma for the screen changes back to normal when you shift focus to another app...so the only downside is that while actually playing, your monitor might be a little funky, but if you switch to another app, it looks normal.
Now I just need to solve the framerate dilemma...