Here is the simplest possible Java program that runs a Groovy Script (as far as I know).
package affy.groovy.driver;

import groovy.lang.GroovyShell;

public class GroovyDriver {
 public static void main(String[] args) {
  new GroovyShell().evaluate("println('Hello World');");
 }
}
You'll need three jar files to make this program compile and execute:
  groovy-1.0.jar
  asm-2.2.jar
  antlr-2.7.5.jar