Hello Rafael,
You can unit test EJB using the embedded container, which is a new feature in JEE 6. Your EJBs will be deployed, as a real JEE module, and DI will be managed by the container.
You'll find Junit setup information in this CodeRanch post
Junit Embedded Glassfish and in this blog
Unit testing EJB with Embedded Glassfish. I use this approach for a real world JEE 6
Maven multi-modules project, with continuous integration and testing. I believe EJB 3.0 can be tested as well, because containers are retro compatible. Afaik, some EJB features like JMS/MDB are not fully supported by Glassfish Embedded 3.0.1, but for standard session beans it's the way to go.
There is also
Ejb3Unit , a framework I used some years ago, before JEE 6. It's an extension of the Junit framework to ease the test of EJB 3.0.
Hope this helps.
Christian.