Edit (again), I have updated this post to better reflect my current workflow.
I have a workaround that my be useful and it is very different from iOS8 and Configurator 1. It seems iOS 9 backup does not include the supervision profile or the apps. This is the same whether the backup is encrypted or not, made in iTunes or Configurator or on a Windows machine or a Mac. Also not included in the backup are any folders on the desktop that do not contain an icon from the factory image.
Preliminary steps:
1, Make your backup from a non supervised device.
2, Make a blueprint that restores (to factory default) and applies the backup you made in step 1.
3, Make a blueprint that prepares (supervises) the iPad, skips the setup steps, installs the CA certificate and a wireless profile that does not require user interaction.
4, Make a blueprint that applies the enrollment profile, desktop wallpapers, etc.
Workflow for Configurator Supervised Devices:
1, Plugin the target iPad (not the same one as you made the master image from).
2, Apply the blueprint you made in step 2 above.
3, Do not touch the iPad or follow the setup wizard. Leave the iPad alone.
4, While the iPad is still in the setup wizard apply the blueprint you made in step 3 above.
5, Apply the blueprint you made in step 4 above.
6, Now complete the setup wizard on the iPad.
Workflow for DEP Supervised Devices:
1, Plugin the target iPad (not the same one as you made the master image from).
2, Apply the blueprint you made in step 2 above.
3, Proceed through the setup steps until either all works and you are finished or the download fails.
4, Hard boot the device. Hard booting before this stage will not enable the extra WiFi options.
5, Begin the setup wizard on the iPad again and at the WiFi screen press the home button to enable the extra WiFi settings.
6, Setup your WiFi configuration, proxy etc.
7, Check the WiFi proxy settings. If the settings wont stay click "Forget this network" and try again.
8, Complete the setup wizard on the iPad
What I have not been able to do:
1, Get the apps to install in their folders with DEP or without adding a separate VPP account to Configurator 2
2, Get the apps to install reliably, Some stay at "The app ... is already scheduled for management". Clearing the command in JSS and updating inventory seems to work.
3, Get the deployment anymore hands off.
Hope the above is useful.
Regards
Graeme