For what it’s worth, building Jane Street’s PPX’s with ocamlbuild is very easy. If you install Core, you’ll also get a “corebuild” shell script that is a simple shell wrapper around ocamlbuild that sets up all of the standard JS syntax extensions, along with some other useful settings:
#!/bin/sh
ocamlbuild \
    -use-ocamlfind \
    -pkg core \
    -tag "ppx(ppx-jane -as-ppx)" \
    -tag thread \
    -tag debug \
    -tag bin_annot \
    -tag short_paths \
    -cflags "-w A-4-33-40-41-42-43-34-44" \
    -cflags -strict-sequence \
    "$@"\
Actually running the inline tests requires a little more, but there’s a discussion of this here:
None of this is a replacement for good docs, of course. It’s not obvious to me where the ocamlbuild-specific docs, should go, though.
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