I'm also having exactly the same problem and symptoms. Does this error get reported for any user-created types? It only appeared for me when I added a method to my session and entity beans that returned a Value Object.
I see I should also add that I got the same warning about my own custom exception types (different chapter of the spec, of course). I checked the spec and it says that RMI-IIOP exceptions have to be checked, which struck me as odd--does that mean the end of the good-old EJBException?
As usual, JBoss knew better than me.
In the end, after writing some additional debugging statements into the container code (the glories of open source), I realized that the error was mine after all: one of the methods in a bean hadn't declared RemoteException, and all the other complaints originally stemmed from that one (i.e., the error was in the remote interface, but the home interface complained because it had to return this from the create method).
It is so great to be able to peer inside the workings and see more or less what is going on!