In case someone is looking for a solution to the same problem, this is how I handled it (I hesitate to use the word "solved").
After trying several different configuration changes and running into the same problem I decided to take the easy approach to solving this problem: I modified my MDB so that it spawns another thread to do the actual interaction with the RMIAdaptor. As a result the threadlocal variables associated with the MDB are not changed and the code runs just fine.