I'm also very interested about this issue, as you colud see I have opened thread about Flying with JAA licence in USA...and I've received different answers about JAA IR.
Someone says that there is no problem to do full JAA IR in USA and on other side I've got information that half of JAA IR is in USA and another half in UK.
I realy don't know what is truth!
Maybe the best move would be to send an email to NAPLES air center with this question.