Compare the build settings in the j2objc-2.7/examples Xcode projects with your own. In particular, look at what you have set (or haven't) in the Search Paths section. For example, headers not found errors are almost always due to missing Header Search Path settings.
FWIW, j2objc is a solution best suited for very large cross-platform apps. It requires a lot of set up, and is rarely worth the effort for small, independent apps. For smaller apps, better cross-platform solutions are recommended here:
The 7 Best Cross-Platform Mobile Development Tools