I'd be careful integrating CanJS into an existing JMVC application. jQueryMX is the MVC core of JMVC 3.2.4, which CanJS will be replacing in 3.3 in a few weeks. Having both in a project could be problematic.
As you've encountered, the new Steal is not a drop-in replacement. It takes a little bit of work to migrate to it, but the result is much better code.
For an example stealconfig.js, look at JMVC in Github. It works much like RequireJS' configuration.
Look for JMVC 3.3 to be released very soon along with all new documentation including migration steps for JMVC and Steal.