Yes, project archives were replaced in JMP 16 with self-contained projects, which we feel provide all the same benefits in a much simpler way.
If you've saved your files to the project contents, you're most of the way there already. The only remaining step is to update the bookmarks to point to the project contents copies instead of the original disk paths. The easiest way to do that is probably to just delete the script bookmarks, but leave the bookmarks groups in place. Then drag each file from the contents pane to the correct bookmarks group to create a new bookmark.
A possibly simpler alternative might be to just forgo the bookmarks altogether, and create the decision tree you want as folders in the project contents itself. (However, for compatibility with Microsoft Windows filesystem limitations, you wouldn't be able to include the question mark character in the folder names).
Another idea would be to create a JMP Journal and use outline boxes and file links in the same manner:
Hope that helps. If you're still having difficulty making it work, send me a direct message and I'll walk you through it.
Aa