Continual learning algorithms aim to learn from a sequence of tasks. In order to avoid catastrophic forgetting, most existing approaches rely on heuristics and do not provide computable learning guarantees. In this paper, we introduce Continual Pick-to-Learn (CoP2L), a method grounded in sample compression theory that retains representative samples for each task in a principled and efficient way. This allows us to derive non-vacuous, numerically computable upper bounds on the generalization loss of the learned predictors after each task. We evaluate CoP2L on standard continual learning benchmarks under Class-Incremental and Task-Incremental settings, showing that it effectively mitigates catastrophic forgetting. It turns out that CoP2L is empirically competitive with baseline methods while certifying predictor reliability in continual learning with a non-vacuous bound.