You can create a save that's in your back pocket in Yars Rising by abusing a keyboard key that Wayforward left in for whatever reason. This specific key doesn't exist on controller as far as I know, so this makes this function pretty much impossible on consoles. Instructions/explainer video is below:

I can confirm this weird menu exists on Xbox if you plug in a keyboard, so it’s not PC only

Welp I figured out a better way of doing the same thing but just way faster :P. If you enter the options menu, then exit it, the game actually creates a pocket save (you can see the loading symbol pop up, showing that it's actually saving the game).