t would be very handy to let the derby database start automatically (on demand) in the managed environment.

I was forced to bump the glassfish version used for testing from 4.0-b72 to 4.1.1. This was due to a bug that refused me to start the derby database failing with this error:

AccessControlException: access denied ("java.net.SocketPermission" "localhost:1527" "listen,resolve")

The configuration option in the arquillian.xml is startDerby = true/false

Generally glassfish 3 has exactly the same feature. The error is the bug that I've mentioned in the initial comment. You can see more output be dafining outputToConcoleto true. Here are more details about the bug in glassfish:
https://java.net/jira/browse/GLASSFISH-21004
and the root cause form the bundled derby
https://issues.apache.org/jira/browse/DERBY-6438