Game roles can be reflections of personas from a parallel world. In this paper, we propose a new style of game-play to bridge self-expression and role-playing: \emph{open role-playing games (ORPGs)}, where players are allowed to craft and embody their unique characters in the game world. Our vision is that, in the real world, we are individually similar when we are born, but we grow into unique ones as a result of the strongly different choices we make afterward. Therefore, in an ORPG, we empower players with freedom to decide their own growing curves through natural language inputs, ultimately becoming unique characters. To technically do this, we propose a special engine called Delta-Engine. This engine is not a traditional game engine used for game development, but serves as an in-game module to provide new game-play experiences. A delta-engine consists of two components, a base engine and a neural proxy. The base engine programs the prototype of the character as well as the foundational settings of the game; the neural proxy is an LLM, which realizes the character growth by generating new code snippets on the base engine incrementally. In this paper, we self-develop a specific ORPG based on delta-engines. It is adapted from the popular animated series ``Pokémon''. We present our efforts in generating out-of-domain and interesting role data in the development process as well as accessing the performance of a delta-engine. While the empirical results in this work are specific, we aim for them to provide general insights for future games.