Hi there...
I talked about it a bit and I actually started writing it but due to lack of interests I left it aside.
The main pain was to translate all the Interfaces that sits in the .h files to C# so I can use them later on.
The logic of the extension was to load the 2.0 CLR. That extension would then be able to get commands to load other .NET dlls which will be the extensions written in .NET for WinDbg.
If I'll have some more time I might come back to it.