It's generally considered cleaner to place the business logic in a Session
EJB and not in the Entitiy beans (BMP or CMP).
However, there's nothing actually forbidding it and I do regularly include "business" methods that do bulk data transfers in order to avoid the overhead of individual field set/get operations, which can be especially expensive over RMI.
The secret of how to be miserable is to constantly expect things are going to happen the way that they are "supposed" to happen.
You can have faith, which carries the understanding that you may be disappointed. Then there's being a willfully-blind idiot, which virtually guarantees it.