Brainfuck is simple enough that you could just write out the machine code directly in memory. I think that would make a really good exercise.

I made one based on GNU Lightning to JIT. Even that can be considered a pretty huge dependency:

https://github.com/cslarsen/brainfuck-jit

The interesting part is how slow a one-to-one translation of Brainfuck code to machine code will run without any optimizations. That's where the speed comes from, entirely based on those sweet optimizations. So writing one yourself is a rite of passage, like writing a Mandelbrot renderer.

The above project, from the looks of it, looks quite mature, and therefore interesting in its own right.