Are you using the @ejb.data-object or the @ejb.value-object? The data-object is deprecated in favor of the value-object. If you read the value-object documentation, it appears it should support what you are trying to do.
@ejb.value-object (0..*)
Definition for ValueObjects that follow the TransferObject pattern from http://java.sun.com/blueprints/corej2eepatterns/Patterns/TransferObject.html. ValueObjects can 'link' to other objects (of a relation) in two ways: aggregation and composition. Aggregation means that the other object is loosely coupled, while in Composition, the other object is 'embedded'. Note that aggregation and composition are mutually exclusive. See also http://xdoclet.sourceforge.net/xdoclet/valueobjects.html for more info.