[…] script something that does this.

Theoretically this pandoc one liner already does it, but depending on the website the layouting is going to be trash.

pandoc -i 'https://the-website-your-rss-items.link.to/' -f html -t epub -o out.epub

Might not be for you if you are not a TUI person, but I like newsboat. I also use it to watch youtube and listen to podcasts (with mpv). For pdf/epub export you can probably script something that does this.