This scenario using CMT is working:
Stateless session bean with CMT, one method annotated with @TransactionAttribute(TransactionAttributeType.MANDATORY)
BMT beans cannot participate in an existing transaction
From EJB 3.1 spec.:
13.6.1 Bean-Managed Transaction Demarcation
The container must manage client invocations to an enterprise bean instance with bean-managed transaction demarcation as follows. When a client invokes a business method via one of the enterprise bean’s client views, the container suspends any transaction that may be associated with the client request....