The cheapest and smallest solution I’ve found is to get the Chocolate controller for about £25 from Ali express and plug a normal expression pedal into it.
This works for me and you get 4 extra footswitches thrown in, powered by the mod through USB, with a tiny form factor.
I’ve built my own auduino controller with 2 expression inputs (and 4 buttons and 2 knobs!) but the chocolate units much more pocket able and robust.
There’s a detailed post about using the chocolate unit on this forum. I’m on my phone so don’t have the link to hand but you can search for it
A little late to the game here, but if you connect an insert cable (TRS on one end, splits to 2 TS on the other end) to your volume pedal, you can often use that as a makeshift expression pedal. I learned this from the JHS show. I’ve tried it out and it worked with at least 1 pedal that had an expression input (EHX Oceans 12).