If you found the solution I would be really interested to know it as I'm having exactly the same problem and I still don't know how to solve it except to temporarily disabling the foreign key constraints in oracle which is definitively NOT a solution !!
I havn't found a solution, I don't think there is any solution, I've tried about half a dozen approaches. It seems to me the EJB 2.0 spec is fundamentally broken in disallowing the setting of relationships, and jboss is broken in that the insert-after-ejb-post-create work around doesn't work. (I don't like the insert-after-ejb-post-create work around anyway, because it means the application can't work unless the jboss installation is modified. You can't just drop an ear into a jboss install and get it to work.)
I wonder if EJB 3.0 is better?