In your experience, what is the best way to go about this?

RSS feeds are static files with formatted XML list items. When a feed is updated to include a new XML list item, the reader application notifies users who are subscribed that there’s been a change. There are actually no moving parts to RSS feeds, which is what makes them so popular. RSS feed applications simply loads an XML feed and counts the number of XML objects. When the application checks again, if there are new objects, then the feed has been updated and you get your little notification.

That’s it. It’s a static file (like HTML), and it works like magic. You don’t need any software or libraries to create an RSS feed over and above being able to serve static XML.

So unless you’re updating your feed several times per day, I would just do it by hand. Maybe write a little helper script to scratch out the formatted XML based on input.

Do I have to make them myself by hand and put them in an /rss/ directory in the root of my blog?

You can, but it’s really not necessary. If you check around github you can find a ton of projects that help you create RSS feeds.