Anatomy of a Windows Hello World Program

What would be interesting is to write a "Hello world" for the so-called "Native" subsystem, or sometimes I've seen referred to as the "NT" subsystem. You can see it documented by `link.exe /?`:

          /SUBSYSTEM:{BOOT_APPLICATION|CONSOLE|EFI_APPLICATION|
                      EFI_BOOT_SERVICE_DRIVER|EFI_ROM|EFI_RUNTIME_DRIVER|
                      NATIVE|POSIX|WINDOWS|WINDOWSCE}[,#[.##]]

I've always wondered where it even finds application. I believe chkdsk.exe is somehow written in terms of native NT, since it runs in the limbo environment that's after booting, but before the OS really spins up.