If you’re buying new then it’s not so tricky because you can choose the right things, it’s harder if you are trying to reuse older parts.
If you are buying new then IMHO it’s worth getting 11 speed for future proofing and deciding if you want to shell out for hydraulics at this point. The levers are one of the most expensive parts and they commit you.to gearing and brake choice.
I’d suggest though, if you want to build a 1x gravel bike then you should look at SRAM rather than Shimano. They have dedicated mechs for road 1×11 and it would be easier to avoid component mismatch. I was a big Shimano fan but I think they’ve lost the plot on transmission parts recently.