Using bitaddress.org (
https://github.com/pointbiz/bitaddress.org):
Create a bip38 encrypted single private key using the 'Paper Wallet' tab and save it somewhere.
Copy the encrypted private key and open the 'wallet details' tab and paste; enter the bip38 password to decrypt.
Scroll down and copy your Private Key Hexadecimal Format (64 characters [0-9A-F]).
Use
https://github.com/bip32JP/bip32JP.github.io to create HD wallet:
Paste the Hex private key you just copied as the entropy.
select the 'Base 16' radio button and '24 words' below Bip39 passphrase.
Click 'Generate New Phrase' and a 24 word phrase should be generated.
Double check you can repeat the process with the same result before commiting any funds etc.
OK, so I have a 24 word phrase and a paper wallet I can use to regenerate it.
Now what. When I'm out and want to spend some coins what do I do? Are you suggesting I should generate a series of paper wallets from the HD wallet, print them out, carry them with me, and scan them into Mycelium when I want to spend? Will Mycelium know which change addresses I've printed out QR codes for? Will I know which change addresses it has funded? This seems like the kind of thing that software would be good at managing and people would be bad at. If Mycelium could store an encrypted copy of the 24 word mnemonic and prompt me for the passphrase when I attempt to spend then all this paper wallet shuffling could be avoided, while maintaining security against theft of device.
Or maybe I still don't understand your proposed scheme.