Here is a patch to make it work.
In the EJB3 metafacade model, I added seamComponentRoleNames and seamComponentRoleScopeTypes attributes to both EJB3Entity and EJB3ValueObject classes. This was already done for EJB3Session. I changed the EJB3Entity and EJB3ValueObject metafacade classes to implement these new methods, then I changed the components.xml.vsl template.
Note I could not test with many roles / scopes (new attributes are Collection) because I just can't understand how you set a collection for a tagged value in Magic Draw ...