NOTE: It is part of the DNG spec 18.104.22.168 (September 2009), but I guess its implementation is what's in question.
I think H.264 is the only export format (other than the dpx thing).
If you want other formats, you have to convert after exporting.
The Exportant plugin allows such to be automated (see 'Export Videos in FLV Format' preset), but you may prefer a solution which does not involve a plugin (e.g. Post-Processing section of 'Hard Drive' export).
Can you walk me through how to convert H264 videos into DNG? Bridge/DNG Converter can't seem to do it...so is the key something like Media Encoder, or what?
I would export in original format (i.e. copy to destination as is), then run it through whatever converter will do it.
Sorry - I don't know which converters will do it, and which not...
Exportant is hard-wired to ffmpeg (or variant) - but never tried CinemaDNG.
Definitely try Media Encoder if ffmpeg-based converter won't do it.
I wish I could be more help, but I'm really not familiar with CinemaDNG - maybe somebody else will comment.