Also I haven't done it yet in cobol but I think the logic is not different to others like rexx!
Anyhow for submitting a jcl via every program you must allocate a jes2 file with the bellow specification:
//anyname DD SYSOUT=(class,INTRDR)
the class can be any defined class in your system.
Certainly you are familiar with procedures to be done to write some records in any file in cobol.All the thing you need is to define some records as bellow in working storage section:
05 jcl-line-1 pic x'80' value 'something!'
05 jcl-line-2 pic x'80' value 'something!'
a select file in file-control and a FD in file section and ...
like an ordinary file opening for output, writing jcl-lines and closing it and the difference is just in attrebute of allocated file.
In CICS you can use spoolopen spoolclose spoolwrite instructions.