Did you consider the idea of reversing the control of injection?  Instead of Dagger having the precedence, creating a ObjectGraphProvider that manages the ObjectGraph and uses that to provider to see @Inject annotations?

Just as food for thought, then all injection is done and managed by Jersey - except where you find an @Inject annotation.  You can also support scoping by keeping a map of object graphs that map to your own custom scope annotations.  That way you don't need to overload Dagger with Scoping and still get all the same power.