I tried some simple cases using a log4j appender as a custom handler. It always resulted in an error because it didn't implement j.u.l.Handler. It would probably be good to post an article on how to use log4j appenders as a custom handler in the logging subsystem since JBoss only has 3 handlers built in (console, file, async).
I was able to use ExtHandler and create a JMSAppender with MDC capabilities as a module. That was good enough for what I need so I can just use the jboss logging framework this way.