OK. This was easy: use the jbosscmp-jdbc.xml file.
Nice and clean.
One not so nice and clean part about it is the need to avoid using a realm to authenticate against your datasource because the default principal coming out of a deployed set of beans is NULL.
Is there a DD specification for any of the three xml files (ejb-jar, jboss, jbosscmp-jdbc) which can assign a default principal?
In the jboss.xml
I think, it will work