How would I convert an RSS feed into an ebook? I know that calibre can already do this but it is a bit bulky and I don't feel confident writing a recipe in Python to try to do this. I do have access to pandoc and other tools on Linux, though.
I use http://newstoebook.com/ I've been using it to create ebooks of one of my project blogs. The resulting ebook (I create .mobi books for Kindles) have been readable. As my blog increased I found it only extracted the most recent posts, so you might want to monitor for this behaviour in case it affects the feeds you want to read as an ebook.
If all you're wanting is to easily get specific RSS items to a Kindle, Instapaper has a service that makes this very simple:
That's how I do it, and only for specific posts that I'm actually wanting to read on my Kindle. My usual workflow is when I'm reading through my feeds on my iPhone, I click "send to Instapaper" on longer posts that I want to read on my Kindle.