* I don't see anything wrong with using the classes provided in the business domain model and stereotyping them with Entity stereotype. For you Orchestra Director stateless session bean, you can use the Model Facade pattern. It is described very well in the Java EE blueprints at https://blueprints.dev.java.net/bpcatalog/ee5/persistence/ejbfacade.html
* The BusinessDelegate is meant to separate presentation tier logic from business logic. Also, you can handle container specific exceptions in your Business Delegate classes and only pass application specific exceptions to the business tier. And if your project requirements are such that you might need multiple presentation tiers in the future, having a common entry point with a Business Delegate can be very helpful.
However, since the Business Delegate is a POJO, you will not be able to use dependency injection to look up your Session Facade classes. You will have to use a Service Locator design pattern to do that.