JNDI is always a barrel of fun.
The two at the top of my list are:
1) is the bean deployed? (Since your MBean will have to exist and behave properly when the app is not deployed)
2) Does the bean have a Remote Interface, as you won't be able to call a Local Interface.
3) Make sure you check the EJB FAQ for Glassfish, as it enumerates all of the ways you can look up EJBs etc.
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