This seems somewhat similar to the podcast discussion elsewhere:
I would probably add the individual MP3s as stand-alone recordings. Note that the page explaining those note that:
Which also seems to fit what’s going on here. You would, unfortunately, have to manually add the cover art to the individual recordings (or use “cover.jpg” or similar file in the folder where you store the MP3s - most media players will pick that up too).
Storing everything in a single Release is not right though.