The JVM is threaded, and threads will require a little bit of (careful!) work for the codepad security sandbox to support. I haven't had time for that project yet.

Perhaps supporting something like Groovy would make for an easier-to-implement compromise?

Java isn't really appropriate for something like this. You could, I suppose, paste the entire main class into the text box and run it that way.

If Java-like syntax is desired (although I can't imagine why it would be), BeanShell would be the way to go.