Is there any annotation that allow me to specify that I'd like to use a subselect fetching strategy for associations instead of a single select for each associated object?

not yet but I've started to think about it

Generally speaking, is it complicated to create new annotation and make Hibernate chew them?
If not, I may be interested to help. Especially if you say something like "missing annotation xxx can be handled more or less like existing annotation yyy".

I'd like to have annotations for fetch strategies and foreign keys.

It is not really complex
This will affect the same parts of code as @[association](fetch=LAZY), so it should be quite ok to follow
What I want is a @Fetch and a @Lazy annotations.