I am migrating Pro*COBOL and Pro*C (code with embedded SQL) to Java.
Am I right that I should move migrate all of the embedded SQL to JDBC calls?
Or is there a sort of "Pro*Java" way that Oracle would recommend? What is the usual best practice?
Yes.
There was (or is?) SQLJ for embedding SQL into Java, but I have never seen that in use anywhere.
Everything SQL-based in Java goes via JDBC.
A usual practice (not sure if a "best practice") is to abstract even further and use an ORM and some kind of persistence API.