Who do I send money to if I want to create an OP_RETURN transaction
Nothing prevents you to send bitcoins to one of your own addresses. I guess I'd just create a new address on my node with bitcoin-cli getnewaddress, and then create a transaction with 2 outputs :


one to the address I just got with my whole input amount (minus mining fees)
another to a "dummy" address (can be one you generated with the same method, you can't spend it anyway!) with OP_RETURN + [your_data], and of course 0 as amount


As for the exact way to do this, the post you linked too seems like it could work, but I never tested it myself. The idea is to create the transaction first with the createrawtransaction method from bitcoin-cli, and then modify a piece of the data with yours.

As I said I never did that, I highly suggest you try it out on testnet first, there are many things that could just go wrong.