Hi Mikael,
there's no tool to convert to MJR as of now. The issue, though, is not the MJR format per se (which is pretty dumb), but the fact that it actually wraps RTP packets, which means packetizing frames, properly set timestamps and sequence numbers and so on. If you were to write a tool, I guess the easiest approach would be to generate RTP with GStreamer or similar, and then save each packet to file with the MJR prefix.
As a side note, not sure if you're aware of this but the Streaming plugin allows you to record a stream you're broadcasting. This means you can prepare a mountpoint, ask for it to be recorded, and then "feed" it with GStreamer/FFmpeg, which will result in the MRJ files being created. Probably a bit awkward as a conversion tool, but it may do the job in the short term.
L.