It sounds like you already answered your own question. jBPM can be embeded in your application or you can create your own application that wrap JBPM for your business. In such cases you will not need to use the jbpm-gwt-console-server. The Pros and the Cons are the same for any other component that you want to reuse or re write, you gain more flexibility to use your own technology stack to expose the services and you will be able to add all the configuration options that you need for your architecture if you write your own. If you decide to reuse the gwt-console-server you get a lot already done but you will need to learn how to use it and how it was designed.
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