The X server writes a temporary file to /usr/X11R6/lib/X11/xkb/compiled. Since we want to mount /usr read-only (in accordance with the linux file system standard, I guess), that directory should be link to somewhere in the /var subtree.
This will be fixed in XFree86-3.3.3.1-26 and later. /usr/X11R6/lib/X11/xkb/compiled is now symlinked to /var/lib/xkb. Thank you for the report.