Building fat JAR

Building fat JARs is a common use case and the [shadow plugin](https://github.com/johnrengelman/shadow) is one of the most popular Gradle plugins. The plugin has very good [documentation](http://imperceptiblethoughts.com/shadow/).

Instead of creating a dedicated guide one option is also to cover the `shadow` plugin in [Creating executable Java applications guide](https://guides.gradle.org/creating-java-applications/). `Shadow` plays nicely with the `application` plugin and with addition just one line of code user can create a self-contained Java application.

Start with the Creating executable Java applications guide and review the linked Shadow plugin documentation. Decide whether Shadow belongs in that guide or needs a dedicated guide; done means the chosen documentation explains how to create a self-contained Java application with the plugin.

Written by the indexing model from the issue text.