You have the same advantages and disadvantages with static-linking in general. If you want an easily distributable application (non-enterprise), then I think so

You have the same advantages and disadvantages with static-linking in general. If you want an easily distributable application (non-enterprise), then I think something like this is a great middle ground. The biggest attack surface for Java is from the web, so that should limit the disadvantages of embedding a JVM. So long as you aren't using your embedded JVM to load external code, you should be okay.