I just wanted to spread awareness about a problem I had while coding along the live code editing episodes just in case others are having trouble with this like I had.
The problem is that the game code DLL doesn't get unloaded when calling FreeLibrary().
This is actually caused by windows creating a registry entry. It can be found at HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows NT\CurrentVersion\AppCompatFlags\Layers and has the form IgnoreFreeLibrary<YourDLLName>. And this entry does exactly what it says, ignoring your FreeLibrary call on that DLL. If you delete it, everything is working as intended.