Hey lawwantsin - I've had tremendous success pre-compiling my EJS using the Rails Asset Pipeline generally following this guide:
I keep my templates in app/assets/templates/
They all get sucked up into the JST global in the Javascript environment.
I'm using CanJS, so I usually use the template like so:
var data_for_view = {};
can.view.frag(JST["some_template"].call(data_for_view));
