The JMX issue you are facing is the same as
https://glassfish.dev.java.net/issues/show_bug.cgi?id=11646 and is being currently worked on.
If you want to use your own domain.xml, you can use the configurationFile API of EmbeddedFileSystem.Builder - you do need to package your domain.xml in the embedded jar. If you do not specify your own domain.xml, then the domain.xml packaged in embedded jar [org/glassfish/embed/domain.xml] will be used. If you have modified the embedded jar and taken this file out, then things will not work.
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