Hello,
After searching in several directions to answer this question, I have finally found one solution (not perfect but OK) to this problem; I have just blogged on it there:
http://jfpoilpret.blogspot.com/2008/07/how-to-intercept-guice-instance.html
I just thought it might be of interest to several reader of this list (it works with Guice 1.0 with no patch; I did not try it with the current TRUNK).
Feel free to comment if you have improvement ideas or different ways to solve that problem (I would be glad to hear about it, because it has cost me quite a lot of sweat to come to that solution;-)).
Cheers
Jean-Francois