I fell into this trap myself. You need to use javax.ejb.EJB not javax.annotation.EJB ...
Thanks so much, Stephan. Where did you find that?
javax.ejb.EJB lives in RC9's jboss-ejb3x.jar. When running the patch installer, this file gets updated in $JBOSS_HOME/server/[instancename]/deploy/ejb3.deployer, but not $JBOSS_HOME/client. Intentional?
I will update the Migration Wiki at http://wiki.jboss.org/wiki/Wiki.jsp?page=FromRC8RC9.
thanks for updating the wiki! Sorry for the bug!