An example agent that intercepts a method of the bootstrap class loader.

BootstrapAgent.java

package net.bytebuddy;

import net.bytebuddy.agent.ByteBuddyAgent;
import net.bytebuddy.agent.builder.AgentBuilder;
import net.bytebuddy.description.type.TypeDescription;
import net.bytebuddy.dynamic.ClassFileLocator;
import net.bytebuddy.dynamic.DynamicType;
import net.bytebuddy.dynamic.loading.ClassInjector;
import net.bytebuddy.implementation.MethodDelegation;
import net.bytebuddy.implementation.bind.annotation.SuperCall;
import net.bytebuddy.matcher.ElementMatchers;

import java.io.File;
import java.lang.instrument.Instrumentation;
import java.net.HttpURLConnection;
import java.net.URL;
import java.nio.file.Files;
import java.util.Collections;
import java.util.concurrent.Callable;

public class BootstrapAgent {

    public static void main(String[] args) throws Exception {
        premain(null, ByteBuddyAgent.install());
        HttpURLConnection urlConnection = (HttpURLConnection) new URL("http://www.google.com").openConnection();
        System.out.println(urlConnection.getRequestMethod());
    }

    public static void premain(String arg, Instrumentation inst) throws Exception {
        File temp = Files.createTempDirectory("tmp").toFile();
        ClassInjector.UsingInstrumentation.of(temp, ClassInjector.UsingInstrumentation.Target.BOOTSTRAP, inst).inject(Collections.singletonMap(
                new TypeDescription.ForLoadedType(MyInterceptor.class),
                ClassFileLocator.ForClassLoader.read(MyInterceptor.class)));
        new AgentBuilder.Default()
                .ignore(ElementMatchers.nameStartsWith("net.bytebuddy."))
                .with(new InjectionStrategy.UsingInstrumentation(instrumentation, temp))
                .type(ElementMatchers.nameEndsWith(".HttpURLConnection"))
                .transform(new AgentBuilder.Transformer() {
                    @Override
                    public DynamicType.Builder<?> transform(DynamicType.Builder<?> builder, TypeDescription typeDescription, ClassLoader classLoader) {
                        return builder.method(ElementMatchers.named("getRequestMethod")).intercept(MethodDelegation.to(MyInterceptor.class));
                    }
                }).installOn(inst);
    }

    public static class MyInterceptor {

        public static String intercept(@SuperCall Callable<String> zuper) throws Exception {
            System.out.println("Intercepted!");
            return zuper.call();
        }
    }
}

In order to make this run in ByteBuddy 1.10.9, I had to update the anonymous class in the transformer. I also changed it to be a lambda and renamed a few variables for better readability. Structurally my fork is the same Gist, though.