The solution to my problem turned out to be to use wget
to create a local mirror of GAE/J's documentation.
pushd ~/Docs
wget --mirror -nH -np --page-requisites --convert-links --cut-dirs=3 \
-P GAEJ \
https://developers.google.com/appengine/docs/java/
Since the Q&A format of StackOverflow favours to-the-point answers, I wrote up a blog post with some more details (and for a more general use case): Downloading or Caching (Technical) Documentation.