I try to write three jokes every morning, although I don't know what they are. I write them as fast as I can, then I put them away for a month. So I couldn't even tell you what they are, or if they're good. I just assume they weren't.
Writing your own jokes, you just kind of keep working on something until you think it might work, and then you try it out and hope for the best.
It can take a few months to get a new 10 minutes. Usually it takes like 10 times of repeatedly trying different variations of a joke until I land on one I think is really good.
What's great about having an audience is they can let you know what they don't think is funny, and you can just cut that out and keep trying.
I don't know what's funny and what's not so I test out all of my material in front of audiences.
I tend to develop my rambling anecdotes by actually getting up and performing them. That's the joy/horror of stand up - if you have the germ of an idea that you think might be funny, there is a way of finding out if it's funny very quickly.
In doing my podcast, I do find that I tend to try out bits that I then try on stage later that day. If they work, great, and if they don't, I regret having talked about it on the podcast.
I just love that part of comedy, where you see somebody's jokes develop. They try something new to see what works, and I just love that part.