since rc1 there is the ability to accept nested attributes for referenced_in associations. So it could be useful to create and save the referenced object with the parent object.
(I created a new model Ghost for the specs. I used Agent first but in https://github.com/mongoid/mongoid/blob/master/spec/functional/mongoid/persistence/insert_spec.rb#L11 all callbacks are being removed from Agent).
I also created a message in the google group about that: https://groups.google.com/group/mongoid/browse_thread/thread/ab70e456f372842c