If you already know Groovy (which I assume you do, since you mentioned the Groovy Console), then just use groovysh or groovyConsole, which are included in the Groovy distro. If you have custom jars that you want to import, you can either write a batch file that starts up groovysh/groovyConsole with those added to the classpath. You can also do this
this.class.classLoader.rootLoader.addURL(new URL("file:///path to file"))
from within the shell to load other jars.
I used to use Jython several years ago to do just what you're asking. As part of my build script, I generated a custom jython.bat and .py file that included the full classpath for the project I was working on. That way when I started Jython, it would have all the code available, and it would bring up Spring to let me twiddle things in the live system. You can do the same thing with Groovy, JRuby, BeanShell, etc.