How to expose a function in an exe to Python using SWIG without creating a dll (.pyd)?

Question

I got a prototype working of exposing C++ classes & methods to python using SWIG. I had to create a DLL (.pyd) of the classes/members I want to expose (_MyModule.pyd & MyModule.py).

But now I want to expose classes/members/functions in the exe. How to do this? Refactoring the exe is not an option.

One way is to create a wrapper dll for these exe classes. But a dll calling exe methods does not sound too good.

Looks like I am missing something obvious in SWIG.

Thanks.