So I have a female-to-female jumper wire, but no female-to-male. Would I be able to create one from the female-to-female that is as reliable as a shop bought one, or is it best to just buy them? Thanks
Would I be able to create one from the female-to-female that is as reliable as a shop bought one
Yes - as long as you have the correct male pin and tool (as mentioned by Ignacio in the comments) to crimp that pin onto the cable instead of the female connector at one end. After all, that metal crimp part is the only difference between a female-female and a female-male cable.
Depending on exactly what you have, you need to be sure that your male crimp pins and crimp tool are designed for that specific wire size, so that the two parts of the crimp (around the insulation, and around the metal wire) both apply good pressure. If both parts of the crimp pin don't grip the insulation and metal correctly, then obviously that can cause problems. Soldering the wire to the crimp pin can cause mechanical problems (premature fracturing when flexing, due to the solder "wicking" up the wire and concentrating the bending force in one place) and so should be avoided.
If your crimp pins leave more of the metal exposed than you want, then some small-diameter heatshink sleeving can be slid onto the wire before adding the crimp pin, then the pin is added and crimped, then the heatshrink sleeving moved into place over part of the pin and wire, and shrunk (e.g. with hot air). I've done this quite often, if I am using "bare" crimp male (or female) pins.