There's even MSBUILD tasks to compress textures and compile them into your app, and to precompile shaders and convert FBX files into .mesh objects (no luck finding any info on this format though).
Some images for people who might not believe this:


I found this to be pretty wild, and they've made almost no mention of it anywhere. Seems like it could be useful for indie teams.
Edit: I did some hunting around in the VS folders to try to find the dll for a mesh loading API, but no dice. It'd be great to have this, since the FBX SDK is quite a pain in the neck to work with. It'd be nice if someone else handled that mess for me

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