I don't think Express will work. VS 2005 Pro SP1 or VS 2008 Pro is what is needed, else MonoDevelop on linux.
I just created a few more notes about building on windows for linux here:
http://www.mojoportal.com/buildingonwindowsfordeploymentonlinux.aspx
I just added all the #if MONO and #if !MONO stuff today so the VS solution can compile without the webparts.
Hopefully this will make things easier for you.
Best,
Joe