I’m still new to ECS, but I might be able to help with some ideas
Just gave it a go myself and reckon you’re onto it by suspecting a baking issue. Rigidbody constraints don’t seem to be baked or handled at all (yet, at least). So you might have to write your own constraint component, your own baking for the constraints, and your own system for implementing the constraints to the entities.
I’m unsure if there’s more modern ways of doing it, but it does seem to get the job done.
I’ve found a few sources which might be useful in how to do it. But some of it is outdated (eg old authoring methodology):
Unity Physics Discussion page-6#post-4448050
https://docs.unity3d.com/Packages/com.unity.physics@1.2/api/Unity.Physics.PhysicsJoint.SetConstraints.html