Yes, this is a known problem
https://glassfish.dev.java.net/issues/show_bug.cgi?id=7029
and we will fix it soon (in v3).
Are the libraries used by the war? If yes, you can put the library jar under WEB-INF/lib, all the jars there will be scanned for annotation processing.
Or if the libraries are used by the ejb jar, you could unjar the library jar and put the classes with EJB classes.
And you can workaround by using deployment descriptors, but I know it's not as convenient as using annotations.
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