It was pretty anticlimactic. Because the types are all verified at compile-time, you don't need to do any of the argument-checking that you do in Ruby bindings ("if the foo arg isn't an int, raise InvalidArgument", etc.) nor many of the casts (if something is a pointer, you can just pass it around directly). And because OCaml strings are represented in such a way that the pointers can be passed to C string functions directly, you can almost feed the parameters that the wrapper function gets directly into the underlying C function.
The only annoying stuff is the actual building: there are ton of confusing ways to build the libraries and they all break in subtle ways. Every OCaml package I've seen seems to use a different build system (autoconf, autoconf lookalike, OCamlMakefile, hand-hacked Makefile), too.