Okay, after much more searching, I seem to have
found a way that it was possible (well, at least it *was*, 7 years ago). However, it's pretty convoluted, required using a Mac, and involved changing the Books.plist file in ~/Library/Containers/com.apple.BKAgentService/Data/Documents/iBooks/Books for the books you want to have in a series, and also you have to add rows in the BKSeries-*.sqlite database on ~/Library/Containers/com.apple.iBooksX/Data/Documents/BKSeriesDatabase for them and the series.
So... hmmm... This one may be a pass.