Hi, Filip.
So far, the best backup strategy I've heard of is probably to backup your whole Gluu CE vm, or at least its core partitions (those that are required to re-build the exact environment).
There are certain export/import scripts, but I believe they were crafted for specific Gluu versions (like, for migrate your settings from 2.3.x to 2.4, or to upgrade from 2.4.0 to 2.4.1), so they may not qualify for a solid backup/restore strategy. May be Mike will be able to answer this question (as he is the author of them)?