I've found the solution. The reason was really funny.
Module.Import()
method must be called from current module we want to modify, not the module where method is defined. It is not clear from original docs.
For example, we want to add some method defined in the Referenced.dll
assembly to our Main.dll
assembly. Then we have to find main module of our Main.dll
assembly and then call MainModule.Import(methodFromReferencedAssembly);