Hi
It's a bit strange. You should contact some JOGL users on the IRC chat as some of them reported to succeed in using profiling tools with JOGL.
By the way, I use
JNDT to generate a Windows installer (.exe), it builds installers and packages for several platforms and it's easier to use to make Windows installers under GNU Linux as the necessary third party libraries (typically the NSIS wrapper) are provided by numerous distros whereas MinGW binutils required for Launch4J are available only for a few distros (Debian, maybe Ubuntu, Arch, ...).