Build 3.5.0.29 of xlsgen makes it possible to insert arbitrary OLE objects in XLS and XLSX files.

Both a cell-based API and a pixel-based API are available, so you can pick which one you prefer.

Here is an example of how it works (C#) :

IXlsWorksheet worksheet = workbook.AddWorksheet( "Sheet1" );

IXlsOLEObject oleObject = worksheet.OLEObjects.NewOLEObjectInPixels("C:\\tmp\\cylinders.pdf", 
                                              100, //top
                                              50,  //left
                                              350, //bottom
                                              658 //right
                                              );