From what I find, the problem with average trust is the use of reflection, which is backed up by some (although I could be completely here).
It also seems like your approach to physically pre-creating proxy objects seems suggested, and this link may help.
Honestly, I had a similar problem with shared hosting, and I decided to choose a hosting provider that offers a virtual server. This, obviously, eliminates the problem with an average level of trust, as it has a cheap and unpleasant dedicated server at your disposal.
I know that this answer may not have been the best, but I feel your pain and wanted to call back a little. In addition, it is worth mentioning that the best place to answer NHibernate questions is their forums ( http://forum.hibernate.org ).
Owen
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