Manual is indeed the recommended method. By recommending against using GLOB, the documentation is simply warning against a build system that depends on files present. For example, you want to add a test executable, so you create mytest.cpp. Oops. Now your library compilation breaks. The documentation for AUX_SOURCE_DIRECTORY (similar purpose as globbing for for source files) gives the following warning:
It is tempting to use this command to avoid writing the list of source
files for a library or executable target. While this seems to work,
there is no way for CMake to generate a build system that knows when a
new source file has been added. Normally the generated build system
knows when it needs to rerun CMake because the CMakeLists.txt file is
modified to add a new source. When the source is just added to the
directory without modifying this file, one would have to manually
rerun CMake to generate a build system incorporating the new file.
If you’re certain that you want all the contents of a directory, and don’t plan on adding new ones, then by all means use a GLOB.
Also, don’t forget listing files manually doesn’t have to involve typing all the filenames. You could do, for example, ls *.cpp >> CMakeLists.txt, then use your editor to move the list of files to the correct place in the file.