Resolution:
To log messages to the Engine log file, use the UtilFactory::log method. See the C++ API documentation for more information. Alternatively, you may redirect your standard out to a separate log file. See the Unix Engine Installation chapter of the GridServer Installation Guide for more details.

Also, if you're using C++ via JNI from a Java Tasklet and Linux Engines, you can log to stderr and it will appear in profiles/.../engine.x.log.

Note that JNI C++ code can not write to standard out on Windows Engines.