You can try https://github.com/jaraco/pip-run or https://github.com/PyAr/fades (or eventually pipx: https://github.com/pypa/pipx/issues/913). They don't require a build step.

For example,

  #! /usr/bin/env -S pip-run Jinja2==3.*
  
  from jinja2 import Environment
  
  env = Environment(autoescape=True)
  template = env.from_string("Hello, {{ name }}!")
  print(template.render(name="world"))

There is a downside. Because pip-run recreates the virtualenv every time, the script takes a second to start up. pipx will cache virtualenvs once the single-file script feature is released. I haven't used fades yet.

Edit: fades caches virtualenvs.

  #! /usr/bin/env fades

  from jinja2 import Environment  # fades Jinja2==3.*

  env = Environment(autoescape=True)
  template = env.from_string("Hello, {{ name }}!")
  print(template.render(name="world"))