Using

@MessageDriven(activationConfig={
...
})
@ResourceAdapter("mail-ra.rar")
@Interceptors(MySpecialInterceptor.class)
public class MailListenerMDB implements MailListener
{

public void onMessage(Message message)
{
}

}

the @AroundInvoke method on MySpecialInterceptor is not called when a message is delivered using onMessage.