Well, finally I got the point. The bug was, that the service was packaged in the war-file and declared to be servlet.
The ejb features don't apply then.
I changed the packaging and put the endpoint to a regular ejb-module and the rollbacks work now fine
You have play then a little bit around with the web context and put the wsdl to the right place and some minor issues ..
The topic I worth to be described in some tutorial or blog. I found pretty much confusing stuff in internet.
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