Flew a 412 on to the Burj about 6 months ago... in company with a AW139 on a VIP trip ...
You must get permission from the Hotel.
You are required to shut down the aircraft on arrival to drop or pick-up passengers (this may be subject to arguement ie difficult to re-start etc??).
There were NO problems with winds on landing or take-off .... though you do need to know what your doing of course!
You do have to be in contact with Dubai Approach for clearances and traffic advisories.
I believe the Dauphin used in the Emirates ad was the Dubai Royal Flight machine.
Cheers
