It seems that the code above is invalid. I found this solution. The data class is not a seam component itself. Instead, there is a component in request scope that only instantiates the data class and holds a reference to it. When the component is destroyed, it's still valid to hold reference to the data class in a collection.

@Name("conv")
@Scope(CONVERSATION)
class Conv {
        List<CustomEntry> listOfEntries;

        public void addEntry(EntryRef e) {
                listOfEntries.add(e.getRef());
        }
}

@Name("entryRef")
@Scope(EVENT)
class EntryRef {
        private CustomEntry ref = new CustomEntry();

        public CustomEntry getRef() { return ref; }
}

class CustomEntry {
        // some data supplied by user in a JSF form
}

And when I think about it, the same result could be achieved using @Factory:

@Name("conv")
@Scope(CONVERSATION)
class Conv {
        List<CustomEntry> listOfEntries;

        public void addEntry(CustomEntry e) {
                listOfEntries.add(e);
        }

        @Factory
        public void createEntry() { return new CustomEntry e; }
}

oops, there should be @Factory("entry",scope=EVENT).