There should be no problem using AspectJ and EJB, as the AspectJ compiler emits regular byte code. Once you have the output from the AspectJ compiler you should be able to use the .classes anywhere, with a tiny runtime JAR.
It's worth noting an update to the article: In Spring 2.0, the Spring AOP and AspectJ models are designed
to be used together, with the same, elegant, AspectJ programming model available to Spring users with proxy based AOP.
In the next version of WebLogic, due to the use of Pitchfork
internally, you will be able to apply Spring AOP or AspectJ annotation style AOP directly to EJBs and other components. As the Pitchfork project is open source, hopefully other application servers will also pick up on it.