Idea taken from:

Connecting Through Firewall Using JMX – Without modifying the server application

to use agent execute:

    java -Dorg.am.rmi.port=<DESIRED_PORT> -javaagent:<PATH_TO_AGENT_JAR> ... (other stuff)

Example (tunneling friendly):

    java -Djava.rmi.server.hostname=localhost -javaagent:jmx-firewall-friendly-agent-1.0-SNAPSHOT.jar ... (other stuff)

You should use this URL then (after tunneling port 62277):

    service:jmx:rmi://localhost:62277/jndi/rmi://localhost:62277/jmxrmi