What do you mean by "fully embed"? The integration is a 'bridge', the Dyalog engine stays involved. The simplest way is to make a class and method that takes a string and ⍎ evals it as APL code and returns the result, and call that from C#. From there, you could write more and more APL code and make wrapper methods to expose an API of methods that C# can call.

They have a .NET Interface document: https://docs.dyalog.com/latest/dotNET%20Interface%20Guide.pd...

And more general documentation: https://www.dyalog.com/documentation_190.htm including one for classic Windows .NET (instead of .NET Core) and one "APL As A Shared Library" which is about integrating with other systems using C (making a C .DLL) instead of .NET.