Sorry to bump such an old thread, but another alternative to using a different compiler or linking in .asm files is to use a library such as AsmJit* (it's what I use to dynamically generate code stubs for things like robust DLL injection, remote export calling, etc etc).
Obviously there is more overhead as you need to 'JIT' the function, but this is a one-off cost, and if you're worried about using the code in performance critical areas of your code you can simply JIT all your functions at startup and cache them rather than on-demand.
* AsmJit project page: https://code.google.com/p/asmjit/
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