After a couple of hours fiddling with Visual Studio .NET 2003 (don't you just LOVE C# and the .NET Framework?) I think I have a working utility to parse an MFC/OCX project, read the property page .CPP file, and the .ODL file and generate the appropriate .REG information (this would have taken forever to write in raw Win32) - this should (if it works) make it a "snap" to add MFC/OCX projects to a finished Windows CE O/S image - I don't know why we didn't think of such a utility sooner...
I'm not going to have any time to try this out over the next few days (presenting at the Embedded Software Developers Conference) - so if any of you (brave souls) are interested in trying this out (it's a .NET Framework 1.1 application) you can download the application from here.
Note, this only gives you the .REG information, if you are using Windows CE 5.0 you can use the CEFileWiz utility to generate a dummy workspace for your file(s) and then simply add the .REG information - for 4.2, you still have some work to do (it's hand modification of .REG and .BIB files, not rocket science, but just time consuming - perhaps CEFileWiz for Windows CE 4.2 should be next).
Anyhow, let me know whether this is useful or not, and whether it works correctly or not!
- Mike (Skunk and PowerToy Development dude)