“The problem is that two independent bodies can not “capture” each other. “
Not sure of that. Some believe the moons on mars are captured asteroids. Of course this is all speculation. No one knows.
Jupiter’s got dozens of moons, and most of them are captures. They are also moving in retrograde orbits, which is often considered diagnostic of capture. Capture of a smaller body can also be accomplished by repeated encounters, as described briefly here by the late V.A. Firsoff:
http://www.freerepublic.com/focus/chat/1234919/posts?page=4#4