I finally managed to do it. I've followed the explanations on this page
I add to use and ear instead of a war and set the maven-ear-plugin to add a jboss-app.xml containing something like
<?xml version="1.0" encoding="UTF-8"?>
A tweak to the xbeans jar (used by some other code) to remove the w3c classes was also necessary.
The JBoss is installed without the plugin CXF installed but it seems to work even if it's there.
I don't have the detail at hand but I've also excluded a bunch of dependencies from cxf. They tend to include a lot of geronimo jars that are already provided by JBoss as a J2EE container. If someone ask, I'll get the complete list.
However, there is still an issue pending. The hot deploy isn't working anymore (on Windows). I get and access denied on tmp\something at each redeploy when the ear is copied in the deploy dir. I don't know if it's because the copy takes too long or if it's because something more complicated is going on on the class loading side.