Erik Darling shows off a nicety in SQL Server 2019 and later:
Note that this script does not assemble the missing index definition for you. That stuff is all readily available in the query plans that get returned here, and of course the missing index feature has many caveats and limitations to it.
You should, as often as possible, execute the query and collect the actual execution plan to see where the time is spent before adding anything in.
Read on for the script.