Using the annotation @MapKeyJoinColumns always throws an exception, which is obvious when you look at AnnotationBinder.java (line 1772 in 3.5.6):

if ( property.isAnnotationPresent( MapKeyJoinColumns.class ) ) {
stuff...
joinKeyColumns = new JoinColumn[mapKeyJoinColumns.length];
stuff...
if ( joinKeyColumns != null ) {
throw new AnnotationException(
"@MapKeyJoinColumn and @MapKeyJoinColumns used on the same property: "
+ BinderHelper.getPath( propertyHolder, inferredData )
);
}
}

The problem here is that the if statement is always true because joinKeyColumns was created as non-null above.