My understanding of this .EXE file is that it functions in the same way as calling dotnet.exe with your DLL.
If you use dotnet.exe (usually under C:\Program Files\dotnet) to call the DLL instead of calling the .EXE directly, it should be possible to run the code without requiring it.
Another option could be to use the methods available on
the NCrunchEnvironment class to find the workspace that contains the stub .EXE, and copy it over manually as part of your test code.