In fact, today I query the Order.class and build the map manually then
by walking through the list in a first pass and fetch the customer
property.

Hmmm .... and when I think of, it often gets even more complicated and
ends in something like this:

Map<Customer, Map<DeliveryMethod, List<Order>>> resultMap = ....

Such a result is also easily built by walking through the list in a
first pass.

I think it is much like the gropu by feature in sql plus keeping the
detail data.

Which then might look like this (I bring OrderItem in the game now):

Map<Customer, Map<DeliveryMethod, Map<Order, List<OrderItems>>>>
resultMap = Ebean.query(OrderItems.class).findGroups("order.customer",
"order.deliveryMethod", "order") // el expression

Question is if Ebean can make any use of the information (for
performance) that it has to find a map or group, else the findGroups()
method can also be a utility method in your application.
With a little bit of reflection magic you can do that.

Ciao,
Mario