I recently started learning Gradle, which uses Groovy (a horrible heresy of a language: halfway to Jython but really just syntactic sugar. They should have used Jython of course).
By setting a directive in the "properties" file (there are other ways of doing it) you can get Groovy to set up all the Java stuff in memory persistently... meaning that it is only the first time you run your Groovy program that it takes a long time. After that it is very fast.
I believe it is true to say that one thing which is (very) offputting about Jython to those new to it is that, compared to CPython or Java, it takes a long time to just run... because all these Java classes have to be loaded into memory each time.
Is there no way this sort of thing could be implemented for Jython? I tried to get to grips with Nailgun with a view to this a couple of years ago, but it was beyond my skill level.