This is a good question.
And yeah, client proxy pool is the way to go.
I looked the link and I think if I set the follow property:
I have not any problems.
I also saw the servicemix-cxf-se-2011.02.1-fuse-08-15.jar and I could find that the property "thread.local.request.context" is set in the method createProxy.
Therefore, Do I have any troubles?
Ah, right, cxfse:proxy is already thread safe, I made this change two years ago myself but I didn't realize it when I answer you yesterday, sorry for it.
Anyway, cxfse:proxy is already thread safe and you needn't do anything else.