DOC: show example code for custom reader functions (was: Subclassing BaseRaw is too difficult)

[larsoner]

I directly set this [filenames] attribute [...] because I find setting up a new reader by adding a new class a bit cumbersome. I mostly do the file-specific stuff and then create a RawArray, so maybe adding a public setter in that class might be an option?

Originally posted by @cbrnr in https://github.com/mne-tools/mne-python/issues/12843#issuecomment-2352441225