What do you mean by "fully embed"? The integration is a 'bridge', the Dyalog engine stays involved. The simplest way is to make a class and method that takes a string and ⍎ evals it as APL code and returns the result, and call that from C#. From there, you could write more and more APL code and make wrapper methods to expose an API of methods that C# can call.
And more general documentation: https://www.dyalog.com/documentation_190.htm including one for classic Windows .NET (instead of .NET Core) and one "APL As A Shared Library" which is about integrating with other systems using C (making a C .DLL) instead of .NET.
Ahhh this is fantastic. Exactly what I was looking for. As I said before not that smart, but hopefully a little smarter than I was before. The shared library documents, if I can figure them out, would allow for a libdyalog-clj, which would be extremely exciting. To me, anyway, and maybe like six other people haha.
Thank you, jodrellblank, for being patient with me and for this information.