In-camera HDR

I have been playing with in-camera HDR here in Scotland, and it's a lot of fun.  I am shooting with the Canon 5D Mark III, and it combines three images taken in quick succession into an HDR image.  This picture from the Isle of Skye is an example.  I love the immediate gratification of such fantastic detail, especially in contrasty lighting like this sunrise.  The sun and the sky were brilliant while the rocks were much darker.  Unfortunately, at this time, the HDR images are only jpegs. For this picture, I hand held the shot and the software was able to merge the images flawlessly.  With a telephoto lens, this doesn't work well.  I shot the above landscape with a 14mm wide angle.  Telephoto lenses show too much movement in the viewfinder when hand holding, and that makes it impossible to combine the three exposures where all the features of the image align.