I think it depends on how "lost" it is. If it fell off completely or I just couldn't move it, or needed to use a tiller right on the post or whatever. I'd try to sail back to the nearest harbor just using sail balance. A lot of that depends on the direction I'd need to go and the direction of the wind.
Fashioning a rudder doesn't seem as hard as securing it in place. There would be *a lot* of force generated against anything you'd throw in the water
to create drag.
I suppose I might go ghetto and just see what dragging a canvas
bucket on one side or the other would do before I took the time to turn a floor board into a rudder and secure it with an oar or something.
I guess to mount it I'd probably take a spare piece of lumber
(1/2 wooden boat so I have that kind of stuff, seriously) like a 2"x4", chop it down to 8" or so, put a hole big enough through it to fit the shaft that's holding onto the new rudder, and then screw / thru bolt the other end to the deck
Wouldn't be pretty and I hope (a) it never happens and (b) if it does the conditions are benign.