I still miss Spaces, but as it turns out you can add more of them from Mission Control (thanks @jakob) using the plus sign in the top right, which will only appear if you hover that area or if you hold down the ALT key (thanks @jholmberg). Sneaky design move, Apple!
You can move apps between Spaces by dragging and dropping in Mission Control, or by right clicking on their icons in the Dock and use the Options menu. This is nice, but a way more cumbersome task than the previous solution with a dedicated options page where you easily assigned apps to specific Spaces.
You still can, but you must remember to never close a Space in Missions Control because then any assigned apps will open in whatever Space you’re in. Never closing Spaces solves everything, I guess but I would’ve liked a dedicated settings page for this, like we had in Snow Leaopard.
All that aside, I’m glad I was told about this feature. Spaces open and all is well. Check.