There two different ways J2ObjC can be integrated with Xcode: an external build project with a separate make file, or adding a build rule to any Xcode project type. The advantage of an external build is that existing Java tools, such as IDEs that support error checking and refactoring, are still used. The advantage of a build rule is that the Java source is part of a single Xcode project, and Java sources can be used when debugging.
Another option is to include the JreEmulation Xcode project into your own project. This has the tightest integration between your project's build and the JRE emulation library's, so that build settings can be shared between them. You can also debug JRE code, and instrument and analyze it.