How to use RFE with xgboost Booster?

I'm currently using xgb.train(...) which returns a booster but I'd like to use RFE to select the best 100 features. The returned booster cannot be used in RFE as it's not a sklearn estimator. XGBClassifier is the sklearn api into the xgboost library, however, I am not able to get the same results as with the xgb.train(...) method (10% worse on roc-auc). I've tried the sklearn boosters but they're not able to get similar results either. I've also tried to wrap the xgb.train(...) method in a class to add sklearn estimator methods but there's just too many to change. Is there some way to use the xgb.train(...) along with RFE from sklearn?

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