RoboVM is one that compiles AOT ARM binaries, it's intended for the iPhone but it runs on MacOS too.
Avian is a JIT compiling JVM but one which is much smaller than HotSpot. It has a mode where it statically links your JAR into the binary itself, so you get a single self contained executable. With ProGuard and other optimisations like LZMA compression built in, such binaries can be remarkably small. Try their example: