It was caused by auditing enabled by default, I had to set enableAudit="false"
<policyEntry queue=">">
<deadLetterStrategy>
<individualDeadLetterStrategy queuePrefix="DLQ." useQueueForQueueMessages="true" enableAudit="false"/>
</deadLetterStrategy>
</policyEntry>
<compositeQueue name="order.queue">
<forwardTo>
<queue physicalName="order.queue-1" />
<queue physicalName="order.queue-2" />
</forwardTo>
</compositeQueue>