Django Form: How to create a new related object to a multiple select widget

Question

I am quite sure I am missing something obvious at this point.

Lets say I want to create a planed trainingssession which model looks like this:

class PlannedTrainingSession(models.Model):
created_by = models.ForeignKey(Member, on_delete=models.CASCADE)
created_at = models.DateTimeField(auto_now_add=True)
aimed_date = models.DateField(null=True, blank=True)
team = models.ForeignKey(Squad, null=True, blank=True, on_delete=models.CASCADE)
run = models.ForeignKey(PlannedRun, null=True, blank=True, on_delete=models.CASCADE)

and a run which model looks like this:

class PlannedRun(models.Model):
    name = models.CharField(max_length=200, blank=True, null=True)
    description = models.CharField(max_length=5000)
    distance = models.PositiveIntegerField(null=True, blank=True)
    effort = models.CharField(max_length=8,
                           choices=[('low', _('low')), ('moderate', _('moderate')),
                                    ('intense', _('intense'))], blank=True)

Now I basically want to recreate the functionality of the django admin interface, where I could create a PlannedTrainingSession with a form and select or add a related PlannedRun. So basically an add button next to the selection drop down which then opens a new form in a tab.

How would I achieve that?