How can I build a bitcoinj checkpoint file like the Bitcoin-wallet checkpoints?
Providing an updated answer: Bitcoinj provides a tool for that. I'll assume you have downloaded bitcoinj repository:
Inside the 'tools' folder you will find a file called build-checkpoints.cmd (for Windows, or just build-checkpoints for Linux).
Try build-checkpoints -help to learn about the tool's options.
If you don't have a local bitcoin node, you should provide a node's ip using the -peer parameter.