Have Local interface:

@Local
public interface DogeEJBLocal {
    default public String sayWow() {
        return "wow";
    }
}

and an implementation:

@Stateless
public class DogeEJBImpl implements DogeEJBLocal {

}

get an instance of the bean through the local interface and try to call sayWow. It will fail with:
org.jboss.invocation.CannotProceedException: INV000002: Invocation cannot proceed (end of interceptor chain has been hit)
	at org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:293)
	at org.jboss.invocation.ChainedInterceptor.processInvocation(ChainedInterceptor.java:61)
	at org.jboss.as.ee.component.ProxyInvocationHandler.invoke(ProxyInvocationHandler.java:73)
	at com.redhat.qe.jdkspecifics.jdk8.defaultmethods.direct.DogeEJBLocal$$$view2.sayWow(Unknown Source)
	at com.redhat.qe.jdkspecifics.jdk8.defaultmethods.DefaultMethodTest.testEJB(DefaultMethodTest.java:52)

It doesn't work either if the EJB inherits the method through an intermediary interface which is not marked as an EJB interface.
This is quite obviously not discussed in the 3.1 spec, but if it does work when inheriting from superclasses, I think it should work with interfaces as well.
Also, I tried this on GlassFish and it works there.