In the following test code there are two things to look for.
"in cb 0 0 1" means that it is in the callback after the call to mongodb, and the numbers are "expectedNum actualNum stackSize". The expectedNum and actualNum match, and they do. The stackSize should always be 1. In the event the stackSize is not 1 it means that the domains are not being properly entered and exited. If the stackSize grows domains are leaking.
Another important marker is the "after exit" and "end call" blocks, they should always be undefined. In the event that they are not undefined it means that a domain is lingering after exit, which results in subsequent code being in a domain it shouldn't, as well as a possible memory leak.
From the test file it appears that both setImmediate and process.nextTick() work.