If you switch to the preview releases of Windows they've upgraded to Ubuntu 16.04 and you can easily execute Windows applications from the Ubuntu shell. The stock terminal is also a lot better (24-bit color!) but I'm using wsltty instead which, aside from not having the ability to use my preferred keyboard shortcuts (Ctrl-Shift-C/V for copy/paste) works great. I have kotlin projects open in IntelliJ in Windows and can also run gradle in my Ubuntu environment to work with them.