I've always thought that "seed" jobs should be able to "contain" the jobs they created. There's a lot of hierarchy in the core of Jenkins, so I always assumed we could come back around to it. Your email forced me to look around, and there isn't really any out-of-box way to do it. Hierarchy is used internally by plugins like the Matrix plugin and evidently the Folder plugin, and they then offer a UI over it, which is a shame that it's not just built-in.
I'd have to really look at what the Folder plugin is creating, it might just be another type of job, in which case it should be straight-forward to create it with the job-dsl-plugin. Slightly complicating things is that it's closed source (right?). I'll try to load up the plugin on an instance and see what's it's creating. It's likely we can do it, but then again the way we create jobs (Jenkins.createProjectFromXML) might prevent us from doing it (things like Folders being namespace aware).
There's always been this area in Jenkins.getItemByFullName that's confused me, it appears that jobs can have slashes in their name to create a hierarchy of ItemGroups, but I have no idea how to create an ItemGroup, add it, and visual it. Anyone know? This is probably how the Folder plugin is working.
(A hack around this for now is to create a view that is regex based, and just name your jobs appropriately)