Bluesky’s federation doesn’t exist yet. Maybe they’ve written some code, but I can’t self-host something that Bluesky users can follow.

You can run their code today and federate in their sandbox environment, but yeah, their "production network" still doesn't federate yet. They said a while ago that the remaining work to be done was mostly around moderation; currently they say they expect to enable federation early next year but they have several other things on their pre-federation TODO now.

You can find details about their federation sandbox here and here.