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It feels like it has become a bit trickier to do so, but [`pandoc`](https://pandoc.org/) should do most of the work, here.  For example, on a Debian-like system for installation commands:

```
sudo apt install pandoc
pandoc --from=markdown --to=pdf in.md --output out.pdf
```

You *probably* don't need to specify the file types, but it seems better to get in the habit of over-specifying things.

I say that it'll do "most of the work," because `pandoc` actually farms out the final PDF conversion by producing an intermediate step, LaTeX by default.  My machine, for example, doesn't have the LaTeX engine that it expects and I couldn't figure out what to install quickly enough for this response, so I needed to find an alternative and specify it, settling on [`weasyprint`](https://weasyprint.org/), which takes its side-trip through HTML instead of LaTeX.

```
sudo apt install weasyprint
pandoc --from=markdown --to=pdf in.md --output out.pdf --pdf-engine=weasyprint
```

This *does* preserve the emoji, which comes as a pleasant surprise to me, too.

In any case, this gets you a fairly boring PDF, looking a lot like a web page, which might do the trick.  From there, though, you can go in more sophisticated directions.  If, for example, you install `texlive-latex-base`, that will (should?) serve as the default LaTeX-to-PDF converter.  You don't want to start there, because you'll need to configure all the LaTeX templates and stylesheets to get a valid conversion, which becomes an annoying tradeoff of how much effort you want to put in versus how much you want to change the look of the PDF.

I haven't seen any GUI interfaces that save you from the command-line, but they must exist, even if they only issue the `pandoc` command on selected files.