Thank you very much. I figured out that you can have Yocto create a suitable U-Boot wrapper as follows (from the image recipe):
IMAGE_FSTYPES = "cpio.xz.u-boot"

Now there is only one last issue that I wasn't able to solve yet: I would like Yocto to not only generate this U-Boot file but also add it to the boot partition of a wic.gz image. I tried to extend the image recipe as follows:
IMAGE_FSTYPES = "cpio.xz.u-boot wic.gz"
IMAGE_BOOT_FILES_append += "${IMAGE_NAME}${IMAGE_NAME_SUFFIX}.cpio.xz.u-boot"

Unfortunately, there is a dependency issue here. BitBake schedules the do_image_wic task before the do_image_cpio task, which creates the u-boot file. I tried to fix it as follows (from the image recipe):
do_image_wic[depends] = "my-image-recipe:do_image_cpio"

While the dependency graph acknowledges this dependency, BitBake does not seem to care about it. Whatever I try, do_image_wic is always executed first and, obviously, does not succeed. I think the problem is comparable to the unsolved one outlined here:
https://stackoverflow.com/questions/58954170/yocto-creating-a-dependency-for-wic-to-cpio-gz-image

How can I instruct Yocto to execute do_image_cpio first?