It should be possible to create MQTT entities from the UI, without relying on the device supporting discovery. I have a number of custom/bespoke sensors, etc. which use MQTT, and as it stands I either have to code in support for discovery (inconvenient during development of these) or add them to the YAML and restart HA with every change. At the least it should be possible to add these without restarting the entire HA, as supported by discovery.
There is a third option : send the discovery message yourself. Either through mqtt explorer/mqtt.fx or the built-in HA mqtt tools.