I was just using Visual Studio's 'Add Existing Item' > 'Add As Link' to add a .XAML and .CS file for a control from a Custom Control Library into my Silverlight project. The Silverlight project compiles it into it's own assembly while the custom control library compiles it into itself for use by the thick client.

I'll have a look at ProjectLinker though. Sounds more elegant.

I also believe Da Vinci was an earthworm. But I was shit at Art History.