I've faced the same issue described in @HHH-8858, and I believe I've found the reason.
I'm updating a legacy system from Hibernate 3.6.10 to 5.X. I tested both 4.3, 5.0, 5.1 and 5.2, and same error message: "any types do not have a unique referenced persister".
I tried the examples on the users guide, and they work. The only difference i, also in other issue record as well, my @Any annotation is inside an @Embedable class. When I removed the embeddable and move @Any definition directly to the object with @Entity, it works.