I am in a similar situation:

My manageg class being exported is very simple:

namespace test
{
     public _gc class CTest
     {
         public:
             int Test()
             {
               return 0;
             };
     };
}

Now I build a class library in the dot net IDE and call it test.dll.

Then I create a consumer Dot Net console boilerplate Application:

...blah blah <mscorelib.dll> boiler plate

#using ".\test.dll"   // I also tried <test.dll>
using namespace test;

int _main
{
    CTest* pT;
    pT->Test();
    Console::WriteLine(S"(DLL)Hell(o) World");
    return 0;
}

Then I build the app with very correctly set switches described in the
(fabulous???) MSDN documentation (and of course, using all the great
advice one gets from the post). Build is successful! voila'!

Then I run the console application!

BAMMMMMM....puts me in the dialog with the same exception as you
mention! I HAVE NO OTHER CODE WHATSOEVER IN MY APPLICATIONS!

If i takeout the call to pT->Test()....Of course it works fine. Alas,
it is NOT what I need.

Any of you gurus have suggestions or pointers? I have looked at many
articles and postings on this. All I have seen is a lot of
handwringing and no real solutions. I am a newbie at this game and a
lot of techno stuff on GAC and such doesn't help me. So please help in
very simple terms to this simple test application. Thanks.