How to put a (sound-)file to the flash at compile time?

I have been playing with the media player component and actually built a relatively nice one for me. Now, I would like it to play a short mp3 or ogg file right after power on, like a “hello, I’m ready”. I just have no idea how I would get the file onto the ESP (old-fashioned ESP32 Wroom) with ESPHome.

I believe from this Media Player Components — ESPHome that you can only stream media via http.