What do you mean by that?
would like to persist messages to the file system.
Is this possible?
No, not yet. You could raise a JIRA issue for it.
You could try a simple database like Apache Derby (http://db.apache.org/derby/) which is JDBC compliant, stores its database in the filesystem and can be run embedded inside another application. You would have to create another persistence-service for Derby based on the ones contained in the examples/config directory of the distribution. I've never used Derby in anger, so I don't know how it performs.
This is fine for a single server (non clustered) deployment, but there are multiple issues with using local databases/local file storage in a clustered deployment.