I've been making good progress on a proper blogroll to complement the webmention directory.
I decided to do a custom implementation in a plugin - no surprise there - and am using a custom post type.
Blogroll entries will be manually added with the name as title, some details about why I follow the person, and the URL added as a custom field unique to that post type.
A shortcode will display the entries, just like with the directory, and I'm currently working on how best to present it. Once that's taken care of I'll be reusing the code from the directory plugin to create an automatically updated OPML file.
Once everything is working properly I will tidy up the plugin and upload it to GitHub.