It's exactly the same way you follow people on your home instance.
I can see you've followed me for example, and we are on different instances (you're on ioc.exchange and I'm on mstdn.social).
Ahh okay, fair enough!
I've got an existing guide that I think covers this area?
It merits more than a guide. It merits a redesign.
This is exactly the kind of usability problem that would get a regular commercial service laughed off the internet for design incompetence, but in the Fediverse we bend over backwards to forgive the software and blame the user.
What should the redesign be, bearing in mind that you cannot use any centralised servers?
If you prefer commercial centralised social networks, there are plenty of them you can use instead. But centralised commercial social networks will invade your privacy, and manipulate your timeline in opaque and misleading ways, purely for their own benefit rather than the user's.
You will also be unable to leave centralised networks because they are not interoperable.
There are browser extensions that allow this (which I linked to at https://fedi.tips/remote-following-on-mastodon/), but I don't know if this is technically possible on a web browser without extensions?