robg I'm using Nautilus on Budgie desktop here, so can't say about Caja :-(
There is a package for Nautilus that will allow opening files or folders, "As Administrator", via the right-click-menu in Nautilus.
I did:
eopkg search caja
but don't see anything similar for Caja.
For what it's worth, if you get nautilus running and install nautilus-admin, you can get root access that way.
sudo eopkg install nautilus-admin
Hope you get sorted.