There doesn't seem to be any way to configure jumbo frames with XenServer 5.5, and I'm sure this is unsupported, but it can be done by hacking the XenServer 5.5 config files.

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1#vi /opt/xensource/libexec/interface-reconfigure +879

You will see something like this

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1f.write('"\n')
2 return f

We are going to add our MTU information there:

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1f.write('"\n')
2 #add MTU
3 f.write('MTU=9212\n');
4 return f

9212 is the MTU I chose, make sure you choose one that's appropriate for your network, and make sure to test it first.

This will only change the MTU on the bonded interfaces, I believe.