Thanks to @fastjack, I learned about a snowboy fork that includes the ability to locally create wake words!
The fork is a little tricky to get working and requires Python 2.7, so I wrapped it all up in a Docker image with a web interface:
Try it out and let me know what you think:
$ docker run -it -p 8000:8000 rhasspy/snowboy-seasalt
Then visit http://localhost:8000 and start creating your .pmdl files. Put them in the snowboy directory of your Rhasspy profile and choose Snowboy as your wake word system 
Note: This will only run on x86_64 machines because there’s no source code for the pre-compiled _snowboy.so file.