Here is a version of HenPlus that does not require the readline library. It uses JLine instead, a pure java implementation that provides most of the features. Adapting HenPlus to JLine was not such a difficult work. I am new to HenPlus, and don't know how the application behaves with readline, but this version works great.
The only missing feature is the key bindings, because JLine does not support the dynamic addition of bindings. Bindings are supported though, and only minor changes are necessary to support it, implying that 100% of the features can be available rather easily.
I am now using this pure java HenPlus, and since I find HenPlus awesome, I decided to post my version.
Oh, and I am using Maven to build and resolve dependencies. Just use mvn install to build the project.