What is the best/most efficient way to do this?
The best way to do this is to use the KiCad Packages3D Generator scripts for common packages like QFN, DIP, etc. See Seth_h’s video https://forum.kicad.info/t/kicon-2023-videos/44977/5
For other packages, usually the manufacturer provide a STEP file (with some licence restriction) that you can use in FreeCad + KiCad StepUp to generate the wrl and step files required for the footprint.