Apologies for the massive delay, guys. Real life (and trying to herd the rest of my band into recording the album) has got in the way ;)
Anyway, here are the instructions for installing and using Helix Native on Linux (the process works with Ubuntu 17.10, but also 18.04 and hopefully later versions), specifically with the Windows version of Reaper:
Once that's done, reboot (if you missed that step) to get the lowlatency kernel running and run Cadence; you'll need to configure your interface (usually just click Configure, select the interface from the dropdown, then set the number of inputs and outputs and configure the buffer for your desired sample rate and buffer size - it's all in there).
Fire up Reaper and open the Tools -> Preferences dialog, select Device in the left hand side, and select WineASIO as the driver, then select the inputs/outputs you want as you would if this was running in Windows.
Create a track, open the FX dialog, choose Helix Native and you're off!
This is also the start of the process for getting it to work with natively Linux-based DAWs (using the lin-vst wrapper), but I'm afraid that's going to have to wait for another day.
EDIT: For what it's worth, when I originally did this I had the same problem as @eprincen with keystrokes not being accepted by the Native window. However, with the latest version of everything (Native included), it works flawlessly.