I just want to use .NET Profiling API (ICorProfilerCallback etc) but at the same time don't want to deal with C++. I've been looking around for a while and haven't found any example in C# but C# + C++ where the most interesting part is written using C++.
Is is possible to use Profiling API right from C#?
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No, you cannot implement the CLR profiling APIs in managed code (C# or otherwise) since the profiling callbacks are called at very specific times when the managed environment is assumed to be in a certain state. Implementing your callbacks in managed code would violate a lot of assumptions.
David Broman, the developer of the CLR profiling APIs, has this to say:
David's blog is a great resource for dealing with the CLR profiling APIs.