There are a couple of prerequisites here:

• Crossgen needs to be able to publish itself during the build:
  • The crossgen targets need to support running "publish"
  • The Publish targets need to use the locally-built runtime pack
  • The locally built runtime pack needs to use the live host (similar to Use live assets to construct the testhost #38034)
• Crossgen needs to use COMWrappers for all COM calls