How to implement scripting and compiling games in a game engine using c++?

Question

C++ / C#

I wrote the simplest game engine and now I'm thinking how to organize a scripting system and compile the final game like in unity or unreal engine using c++ as a scripting language. To use scripts in the editor, I plan to compile custom classes into dlls and parse them to know what variables and methods are. But how to proceed at the stage of creating an executable file of the final application? Using each script as a separate dll creates a lot of problems. What are the options in this case? Is it possible to somehow make a class a library and embed custom classes in it as well? Or are there more efficient approaches?