World-building on the go works pretty well. Start with a story but don't go into too much detail of the world. And slowly come up with more and don't be afraid ret-conning some parts.
Recently I have thrown together some titbits aimed a world building and while I don't think they actually BUILD a world they are solid cornerstone and it was a lot of fun:
https://lemmy.world/post/2497426 https://lemmy.world/post/2362133
If you love doing shenanigans like these your world builds itself just on the go.