I haven't been able to do this when originally saving the file, but do have a code that edits the header after saving.   Thanks to Kelly Kearney for this answer which helped me create it.  
function f = EditEPSHeader(FigFile,string)
   % This function edits an eps file, [FigFile] to include [string] in the line of the header that contains "creator".
   % Use LineNumInfo = dbstack; LineNum = LineNumInfo.line; and ThisScript = mfilename('fullpath'); to generate string.
   % Emily Townsend November 2021
    Key   = '%%Creator:';
    %% 
    % Read entire file as character array
    FileContents = fileread(FigFile);
    % Split into lines
    FileContents = regexp(FileContents, '\r\n', 'split');
    % Find lines starting with certain letters
    istarget = startsWith(FileContents, Key) | ...
               contains(FileContents, 'Creator');
    % Replace lines that contain creator to include script name
    for ii = find(istarget)
        %FileContents{ii} = sprintf('%s : %s Line %d',FileContents{ii}, ThisScript, LineNum.line);
        FileContents{ii} = sprintf('%s : %s',FileContents{ii}, string);
    end
    % Write to new file
    fid = fopen(FigFile, 'wt');
    fprintf(fid, '%s\n', FileContents{:});
    fclose(fid);
    f = sprintf('%s edited to include %s',FigFile, string);
end
Called with:
% TestEditEPSHeaderFunction.m
% This code plots something, saves it as eps, then edits the eps file to
% include the name of this code.
x = 1:200;
y = x.^2;
FH = figure;
plot(y,x,'o:');
title('a plot');
FigFile = 'TestFig.eps'
saveas(FH,FigFile,'epsc');
LineNum = dbstack;
ThisScript = mfilename('fullpath')
string = sprintf('%s Line %d', ThisScript, LineNum.line - 1);
f=EditEPSHeader(FigFile,string)
