it isn't useful if I can't transform the files
yes, it is, and yes you can
just go to CHDK menu -> RAW parameters -> DNG format --> make sure it's selected
and CHDK menu -> RAW parameters -> 'DNG' file extension --> make sure it's selected
(maybe a bit confusing, but CHDK menu -> RAW parameters -> Save RAW must also be selected)
and your camera will do the conversion for you,
hope that helps,
wim
PS ... and welcome to the forum