liudr:
If I just copy a bootloader to the end of a a.HEX file, will I be able to program the atmega and bootload it in one shot, say with iscp header?
The entries in a HEX file do not have to be contiguous, and the individual records each specify the actual address to be loaded. Even if it were otherwise, you could simply pad an image file with whatever the erased state of the flash would read, so that no actual programming of those areas would occur. If you dump the flash in its entirety, you obtain such a file anyway.
In any event, if you have a file of the application (sketch) which loads from zero, and a file of the bootloader which specifies its loading addresses, you can combine them so that both the sketch and bootloader are burned as one. I haven't done this, so I am not aware of just how easy it is to specify the fuse settings in the file as well.