I just started using ColdBox and wanted to use the unit testing features but it wasn't working with MXUnit so I developed the following set of conventions and components to help me test my models.
For each model that you want to test create a component with the name test in front of it. For example the a user model you would create testuser. In that component create methods that will be responsible for testing each of the model methods. You could choose otherwise but I find this the most intuitive.