Hey guys,
At the moment, we are using the call Julian mentions for passing in the DataSource object:
http://source.pentaho.org/svnroot/bi-platform-v2/trunk/bi-platform-plugin-services/connections/src/org/pentaho/platform/plugin/services/connections/mondrian/MDXConnection.java
One approach we could take is to make the JNDI Provider code in mondrian pluggable, so we could override it with the BI...