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http://wiki.eclipse.org/EclipseLink/Examples/JPA/Pagination#Using_a_ScrollableCursor describes using a scrollable cursor to return entities. Since this is going through JPA (you didn't mention what api you are using to access EclipseLink) you will want to be careful to manage/clear your cache appropriately so it does not use all your available memory. You will probably want to make this query read-only, and clear the cache after a few iterations using em.clear().
http://wiki.eclipse.org/Introduction_to_EclipseLink_Queries_(ELUG)#Stream_and_Cursor_Query_Results describes and has links to using streams and cursors with the native EclipseLink read queries.