To dispense with DACs you can use PWM pins and external filters. If you look at @HAGIWO’s designs he uses two PWM pins for a single CV output, to get higher resolution, and a 2nd order passive filter. On the other hand the Kassutronics Quantizer uses only a single pin because for semitone resolution that’s all you need, but it uses a 4th order buffered passive filter; see the build docs, page 15. I sort of suspect the former design is too simplistic for accurate MIDI to CV and the latter is too low resolution if you want sub semitone accuracy (for microtones etc.) but both are worth studying for ideas.
You can get up to 16 bits resolution on a single PWM pin with some more involved programming, see Arduino & Advanced 16-bit PWM - Codrey Electronics and arduino uno - Increase PWM bit resolution - Arduino Stack Exchange . The 32 bit Teensys use a different microcontroller, though, so the details would be different.