I have been working for quite some time trying to use a 3rd-party C++ library with Xamarin for iOS. I have finally got this all working - and I could not have done it without the help of many blogs, forums, and banging my head on the wall. What finally made it all click was a great post on Code Project: http://www.codeproject.com/Articles/18032/How-to-Marshal-a-C-Class
In order give back to the community I have built a small end-to-end example that contains both an XCode and Xamarin project. You can find it here: https://github.com/bryonbaker/Xamarin-PInvoke-Example.git
I hope this helps someone else.