Connect a pot as a voltage divider to pin 26 of a Raspberry Pi Pico. This script will map it to MIDI continuous controller 32, MIDI channel 1, of the Pico Demo Device device.
It uses a highly similar CMake configuration to the Raspberry Pi Examples, so should be compilable in a very similar way: I'm just cribbing from the "Getting started with Raspberry Pi Pico" document.
You'll need the Pico SDK installed and its path available as the environment variable PICO_SDK_PATH. You'll also require CMake, arm-none-eabi-gcc, etc, as per the Pico SDK documentation. Then, from a checkout of this repository:
mkdir build
cd build
cmake ..
build pico-midi-pot
Compliation should generate, in the build directory, a pico-midi-pot.uf2 artefact.
Hold down the BOOTSEL button on your Pico before you connect it to your computer over USB; then, plug in the USB lead holding down BOOTSEL. RPI-RP2 should appear on your computer as a drive. Copy pico-midi-pot.uf2 to this drive; it will flash the microcontroller, and immediately unmount.
Voltages between 0 and 3.3V entering pin 26 (ie, ADC pin 0) will be mapped to 0-127 on midi continuous controller 32.
pico-midi-pot.c is where all the work happens, and it was heavily cribbed from TinyUSB MIDI examples; it could be simplified further should you wish. tusb_config.h and usb_descriptors.h were largely cribbed from existing TinyUSB examples, as was the pico_sdk_import CMake configuration. Altering and manipulating this program should largely come down to altering pico-midi-pot.c, adding new headers and code files (.c, .h), and adjusting CMakeLists.txt to reflect your new configuration.
A CircuitPython equivalent, using the Adafruit CircuitPython MIDI library, is included as midi_pot_micropython.py. This is primarily included to make comparison between the C++ and Python options easier.