I have doubts about cocotron.
Its not clear from the cocotron website that cocotron is actually production ready yet. Id suspect that it would be possible to start new app development and use cocotron constantly to maintain and test windows builds on the go.
But to retrofit it into an existing project might be a much larger task. There are also no alternatives to cocotron - other than perhaps gnustep.
The practical approach to cross platform development involves developing the non gui components of your application, once, in C or C++. And then using a cross platform GUI library like QT - which is VERY good at generating and using native UI where possible or faking it where not. Please DO go to qt.nokia.com and download the latest build of QTCreator for windows and mac - See how the same QT application looks and feels very convincingly native on both platforms.
If QT doesn't provide a native enough solution, then you need to develop your GUI twice :- once in Cocoa, and once in Win32. The cocoa GUI would be in objective C of course, the Win32 GUI in C/C++.
Your non gui application code would - written in c++ - not be able to call Objective-C directly, but its not hard to write shim classes, implemented in .mm files - the provide a c++ interface, and wrap access to an objective c object or class.
You are also going to have to come up with an alternative to CoreData on windows - perhaps sqlite? Given that XCode has integrated support for the sqlite framework, and testing multiple code paths is, well, more work - perhaps dropping CoreData in favor of a common layer is a better approach?