I used HFEJB and I think that almost anything required for the exam is covered in this book. However, I read the specs and asked at JavaRanch when I didn't understand something (for example, which exceptions are thrown in certain cases or how are compound keys created)
In the exam, pay special attention to drag and drop questions. The exam doesn't allows you to review them. If you choose to review a drag and drop, you must answer the question again.
I used many trial version mock exams. I think that the mock exam at HFEJB is the most similar to the real one (I took EFEJB mock exam two times and I got 75% and 85%). I tried Whizlab demo and it seems tooo hard... I got 54% in Whizlab trial exam... the real exam doesn't has such tricky questions that Whizlab has... In other trial exams there was questions about tags details, such as if a tag must be <cmp-field-name> or <field-name>. I think that is more important to remember for what is used a tag instead of remember details about its name.