Integrating .NET and Java virtual machines

Let's say we need to convert XML to PDF in our .NET application. There is a time-tested Java solution — Apache FOP. It's possible to re-write everything on C# (but it's a lot of work), use cross-compilation or use Java library right from Java. It's possible to run Java service and communicate with it from the .NET app, but it's also possible to run the same Java service right inside the .NET process. The former is not always suitable: infrastructure, monitorings etc. can be .NET-customized. Let's run JVM inside the .NET process while getting acquainted with Marshal, pitfalls and other specifics of such integration.