It should be possible to save a project to a file. Not the contents of all files but just the list of files and project properties. Then after deleting the project I could easily recreate it with import option. Or restore it on other machine.
Next step would be to automatically recreate a project (or open if exists) after opening project file with jedit (with double-clicking in platform's file explorer).
I have many many projects and most convenient way to handel them I can imagine is opening a project file which I keep in the project's folder. That's the approach of my previous editor.
Could you at least design such a feature? Then someone else could implement it.