Sadly you can't, Java doesn't support comments starting with #

    $ ./shebang.java
    ./shebang.java:1: error: illegal character: '#'
    #!/usr/bin/java
    ^
    ./shebang.java:1: error: class, interface, enum, or record expected
    #!/usr/bin/java
      ^
    2 errors
    error: compilation failed

Self-executable jars though, that's an interesting idea. No reason why it can't work, zip archives are read from the end, you can put anything in the beginning, including "#!/usr/bin/java -jar"