I was going to manully create a new Image from the file name and then after write get its ID and attach it to the other DataObject.

You're on the correct track.

But manually craete the Image object in my file table seems redundant.

No you'll need to manually create the Image object as well as the actual file and ensure that the Image object you created has the correct filename to link to the image.

file_put_contents('assets/foo.jpg', $img);

$image = new Image();
$image->Filename = 'assets/foo.jpg';
$image->Title = 'Foo';
$image->write();

$obj->ImageID = $image->ID:
$obj->write();