Since Oxygene for Java is fully integrated into the Android tool chain, you can take advantage of cool features like wireless deployment and debugging.

Wirelessly debugging with Oxygene for Java

All you need is a rooted Android device (phone, tablet, TV, watch, belt-buckle, etc.) running on the same Wifi network as your debug machine. Just install adbWireless on your device. Once adbWireless is activated (by touching the big button on the screen), use the Android Debug Bridge to connect to the device with the simple command *adb connect 192.168.0.10:5555. *The exact IP address, port and command are provided by adbWireless when it is activated.

adbWireless (Widget version) by MrSiir

Once setup is complete, run your Android application from Visual Studio and Oxygene for Java will automatically deploy your .apk packages to the Android device, launch it and start debugging. Breakpoints and everything works the same. The full debugging experience is preserved, just as if you were debugging with a wired device or an Android Virtual Device (AVD).

Most Android devices can be easily rooted. You can find a lot of information about rooting many devices (not just Android) on XDA-Developers. If you choose to root your device you do so at your own risk.