I found another way with The-bind()-Function of Inline which works fine for multiple code blocks and recovers from previous bad configuration. Unfortunately there is a caveat mentioned in the documentation, which I did not understand:

Although bind() is a powerful feature, it is not recommended for use i
+n Inline based modules. In fact, it won't work at all for installable
+ modules.
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This is how I use bind() with code and configuration:

  use Inline;
  Inline->bind( CUDA => $code,
    BUILD_NOISY => 1,
    clean_after_build => 0,
    warnings => 10,
  );
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And it is happy inside eval or try/catch (Try::Tiny).

I was thinking about this and realised that one can have multiple Inline code blocks. I have tried it and also within eval and try/catch and they work except that if a configuration fails (for my tests) then it sticks with it and does not seem to re-configure. Using bind() as above seems to recover from previous bad compilations.

Inline's preferred way is to specify the code in a BEGIN block and then use Inline => ... which does not allow for inlining code dynamically. bind() does.

PS: I have also asked the author a question here