I have initialized the SunPKCS11 provider by:
Provider provider = new sun.security.pkcs11.SunPKCS11(\"path_to_pkcs11.cfg\");
Security.addProvider(provider);
Finally was able to find a solution. The Sun's Provider uses the Wrapper underneath. So the trick is to use the Sun's PKCS#11 Wrapper to get the current instance, and finalize it. Obviously this finalizing of the session feature is not exposed in the Provider. But there is a workaround, and it looks like this:
public static void providerAndWrapperIssue() throws Exception
{
final String name = "ANY_NAME";
final String library = "LOCATION OF THE TOKENS DLL/SO";
final String slot = "SLOT NUMBER";
// SUN PKCS#11 Provider -------------------------------------------
StringBuilder builder = new StringBuilder();
builder.append("name=" + name);
builder.append(System.getProperty("line.separator"));
builder.append("library=\"" + library + "\"");
builder.append(System.getProperty("line.separator"));
builder.append("slot=" + slot);
ByteArrayInputStream bais = new ByteArrayInputStream(builder.toString().getBytes());
Provider provider = new sun.security.pkcs11.SunPKCS11(bais);
provider.setProperty("pkcs11LibraryPath", library);
Security.addProvider(provider);
KeyStore ks = KeyStore.getInstance("PKCS11");
ks.load(null, null);
Enumeration aliases = ks.aliases();
while (aliases.hasMoreElements())
System.out.println(aliases.nextElement());
// ====================================
// Solved it using the SUN PKCS#11 Wrapper
PKCS11 pkcs11 = PKCS11.getInstance(((sun.security.pkcs11.SunPKCS11) provider).getProperty("pkcs11LibraryPath"), null, null, true);
pkcs11.C_Finalize(PKCS11Constants.NULL_PTR);
// ====================================
// IAIK PKCS#11 Wrapper -------------------------------------------
Module pkcs11Module = Module.getInstance(library, false);
pkcs11Module.initialize(null);
Slot[] slots = pkcs11Module.getSlotList(true);
Session session = slots[0].getToken().openSession(true, true, null, null);
session.login(Session.UserType.USER, "".toCharArray());
session.logout();
session.closeSession();
slots[0].getToken().closeAllSessions();
pkcs11Module.finalize(null);
}