You can see the video at Real-time Vulnerability Creation Feedback inside VisualStudio (with Greens and Reds) where every time the user makes a change to the code there is an auto-compilation (using Roslyn's C# compiler) and a SAST scan (using Cat.NET)
What I like the most about this, is that I now get to think about 'the best workflow to present developers the security guidance they need'.
Although this PoC is quite agressive (I do a compilation and scan on every keystoke which is a bit OTT), here is another video that shows a bigger compilation+scan on save: Real-Time C# Solution Compilation and Security Scanning (using Roslyn and Cat.NET)
What do you think?