DNG is a raw format, which contains the same data (except for badpixel interpolation) as a CHDK CRW.
(Sorry for the delay, I hadn't switched on "Notify me of replies", I've just seen it among the "Additional Options".)
When I wrote the suggestion, I was playing with the trial of a commercial application with interesting features for geometric distortion correction and noise reduction. For the latter, their web site said they need the very raw data, and actually the application could not open DNG files at all (I had read around here that this application was not the only case). When trying to open the raw files from CHDK (SX110 IS), it only seemed to complain about the lack of EXIF data.
I'm not into the matter enough to evaluate on this. Also, maybe since then they have added the possibility to open DNG, or to open CHDKraw+jpg just as dng4ps does, I didn't keep following developments (I'm not much into shooting stills in this period of my life... I might take a little time though to go back to their website and see if they have a features request input).
Maybe with an insight on C/C++ programming and on where/how to store exif data in a raw file, and starting with the dng4ps framework... and of course with the appropriate C/C++ development kits installed... (actually, maybe it could even be an option for dng4ps, "write raw file(s) with embedded exif data", transcending the name "
DNG4ps", but that might imply bothering the creator of the tool about evaluating/adopting a new version of it).
Of course, it is also possible that CHDK raw and the_other_raw_format(s)_various_apps_currently_open are just plain different content (but again, that application for a start only seemed to complain about the lack of exif data).