  We consider the generators $L_k$ of Heckman-Opdam diffusion processes in the
compact and non-compact case in $N$ dimensions for root systems of type $A$ and
$B$, with a multiplicity function of the form $k=\kappa k_0$ with some fixed
value $k_0$ and a varying constant $\kappa\in\,[0,\infty[$. Using elementary
symmetric functions, we present polynomials which are simultaneous
eigenfunctions of the $L_k$ for all $\kappa\in\,]0,\infty[$. This leads to
martingales associated with the Heckman-Opdam diffusions $
(X_{t,1},\ldots,X_{t,N})_{t\ge0}$. As our results extend to the freezing case
$\kappa=\infty$ with a deterministic limit after some renormalization, we find
formulas for the expectations $\mathbb E(\prod_{j=1}^N(y-X_{t,j})),$
$y\in\mathbb C$.
