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Yes, allocate an internal reader file and write the JCL to that file

//SUBJCL  DD  SYSOUT=(A,INTRDR)

SELECT SUBJCL-FILE ASSIGN TO SUBJCL.

........

FD  SUBJCL-FILE                           
    RECORDING MODE IS F                   
    BLOCK CONTAINS 0 RECORDS.             
01  SUBJCL-REC                  PIC X(80).

.......

OPEN OUTPUT SUBJCL-FILE.

MOVE JCL-LINE1 TO SUBJCL-REC.

WRITE SUBJCL-REC.

MOVE JCL-LINE2 TO SUBJCL-REC.

WRITE SUBJCL-REC.  

.........   

CLOSE SUBJCL-FILE.