Cling (the underlying just-in-time compiler) supports this.
However Cling is more a standalone REPL and has a different execution flow. Here the idea of Inspector is to be executed from within running, compiled programs
How does Inspector differentiate itself from embedding cling to an application? It's very interesting to me because I've been trying to get something like an IPython console / IPdb prompt inside Java using Jython for a long time, and I'd very much like to read more about some design decisions in that area.