Is there a way to set gcbf when a java callback is executing?

When a callback defined in this manner:

     JMenuItem = ...
                javaObjectEDT('javax.swing.JMenuItem',strMenuName);
            h_Java = handle(JMenuItem, 'CallbackProperties');
     set(h_Java,'MouseReleasedCallback',Callback);

is executing, gcbf() returns empty. This causes msgbox() to misplace itself. Any way to set gcbf() on callbacks created this way?