JPG -> Process -> EIP?

OK, so what I'm trying to do is to process my cell phone photos (which are JPG), and then long-term back up my original photos with my non-destructive edits somewhere.

I've seen the light and moved to CO from "the other software that will not be named". In that past life, I was able to export my processed files to DNG and then archive my files that way, regardless of the original format.  It would seem that the ideal thing to do it in CO is to do the same to EIP files, but alas, the software seems crippled in that it's not permitted if the source file is JPG (or a JPG converted to DNG, yeah I tried that).

In looking at the session directory structure (have not looked at the Catalog directory structure) it looks like I could make a ZIP file with the source file and any files matching the root filename in Capture\CaptureOne\Settings*\ and rename it to an EIP file. Seems straightforward and that's why I used the term "crippled" above. Anyway...

Aside from backing up the session directory structure, is there a way to achieve what I'm describing?  Or what's the official CO way to back up non-RAW files with edit history?