This solution for inserting lowercase greek directly in mathmode works just fine for me.
However I have not yet been able to use the same trick for uppercase letters.
What went wrong?
Here is a working example
\documentclass[a4paper]{article}
\usepackage{fontspec}
\mathcode`ω=\omega
\mathcode`Ω=\Omega
\begin{document}
$$\omega=ω$$ %Just fine!
$$\Omega=Ω$$ %Will not work!
\end{document}
Do the assignments at begin document:
\documentclass[a4paper]{article}
\usepackage{fontspec}
\AtBeginDocument{%
\mathcode`ω=\omega
\mathcode`Ω=\Omega
}
\begin{document}
\[\omega=ω,\quad \Omega=Ω\]
\end{document}
By the way, with unicode-math you need no special setup.
\documentclass[a4paper]{article}
\usepackage{unicode-math}
\begin{document}
\[\omega=ω,\quad \Omega=Ω\]
\end{document}
