https://skyvector.com/?ll=32.0038836...20ROLAC%20KTPL

This is the flight plan I made KDFW-KTPL low IFR route. As you see, there is no directional conventional IFR route between KDFW-KTPL.

In this situation, Is it okay I make my own low IFR route?

You're probably going to get the Joe Pool 9 SID to ACT so you may as well file it.

Of course it's okay. Depending on your equipment, you could file direct, or pick waypoints enroute. Your entire routing can simply be waypoints. Be mindful of altitude when off airway, but there's no requirement to fly an airway or a published route.

Waco feeds into the ILS, which is convenient.