Couple different ways you could approach this
- Epics, as you mention, could be created for each "story set". When
you are planning and prioritizing you can display the Epic field on
the grid so that you can
make sure you are prioritizing/planning these together.
- Feature groups could also be used. You could create a feature group
for a "story set", assign the appropriate stories to their feature
group and use filtering on the feature group to plan the work.
-Luanne