Scenario: Calling unmanged C++ instance methods from a C# application.

It appears I can successfully call an unmanaged instance method using
CallingConvention.ThisCall. However, one of the methods I'm calling has a
callback function is called with the thiscall convention.

It appears, however, there is no way to define a delegate that uses
thiscall.

I've been toying with the idea of some kind of shim method that would take
translate the thiscall call into a stdcall invocation of the delegate (by
creating a new stack frame that includes the "this" pointer in ecx as the
first parameter).

I'm having trouble figuring out a way to do this essentially completely
within C# although I wouldn't have a problem creating a shim method or class
dynamically (using IL, for example).

Does anyone have any clever approaches to doing something like this?

Thanks,
Doug Harber