I think this is matter of correct org.jboss.weld.injection.producer.Instantiator usage/registration. I think we correctly register these instantiators here. Note there is extra instantiator org.jboss.weld.injection.producer.ConstructorInterceptionInstantiator for @AroundConstruct invocation.
The problem is that this instantiator is not used in org.jboss.weld.module.ejb.EjbSupportImpl#createMessageDrivenInjectionTarget (in fact new DefaultInstantiator is created).
I was able to fix it but I am not really sure whether this is most suitable solution. I will think about it further.