CloudBees don't provide a Message Queue service you could configure on GlassFish, so using JMS don't really make sense in this context. For Messaging, you can use CloudAMQP partner and use the AMQP client.
Generally speaking, if you need to do some customization on glassfish stack, you can fork https://github.com/cloudbees-community/glassfish3-clickstack and change the configuration / add customization to glassfish.