One is to annotate @LocalBinding(jndiBinding="..."), but that is not what you want (also painful because the annotation change from JB4 => JB5).
But it should possible to overwrite the names via deployment descriptor META-INF/ejb-jar.xml or jboss.xml.
You should only set the local jndi name all other should be taken from annotation due to JEE spec. (convention over configuration)