I think it was done with wax cylinders first, somewhat earlier! So at least for vinyl, there was strong technological precedent.

In the early days, it was quite a simple device! Sort of a cone to focus sound waves, with a membrane at the end attached to an engraver that carves wax. I bet it was quite hard to make those mechanical systems reliable, but I can sort of see how someone goes from “sound is a pressure wave in air” to that device!