For those of you who are hardcore console compilers, here's how you can manually compile your BAML partial classes, using the Windows Application Compiler:
ac.exe, can be found in the %installdrive%:\WINDOWS\Microsoft.NET\Avalon directory. You can either apecify the project (*.lhproj) file or XAML. If you choose XAML, you can specify whether to compile to full code (instead of BAML) using the -code directive, all XAML files in the directory (the -dir ), or perhaps the strangest, Create a combined source file only (No IL), using the -so directive.
Update - from the comments, Rob Relyea writes that ac.exe is obselete, and XamlC.exe (available at the LHSDK prompt) should be used instead. Thanks for the correction!
Update2 - Rob Relyea posts more on why to compile your XAML, when you don't have to compile, and what you need to have in order to do so here.