To expand on Sigg's post ...
Please know that I don't have Pocket Empires either. (Someone once offered to sell me one, but I never heard back from them.

Oh well.) However, this is how I do it myself.
First, realize that many canon pocket empires are idiotic. So be careful before looking at existing pocket empires for guidance. Two good examples that can be used are the Sword Worlds and the Florian League.
Second, remember that you will have to "massage" the numbers. Use the given rolls (whether yours or published ones) as a starting point, not the end point. Both of the examples above were obviously massaged at some point.
Third, consider your setting. In the TNE Wilds, your qualifications to make a pocket empire are pretty low, since any world with a sustainable government has the potential to start a pocket empire if they get back into space first. In a more traditional setting, with a normal range of tech levels, the standards go up.
At a basic level, just look for any hipop world with a starfaring TL and the ability to make jump-capable ships. Such a world is in an excellent position to create and lead a pocket empire.
While a world with a pop of 7+ (assuming tech level is a given) could start a pocket empire, it will be quickly eaten by any hipop competitors. So start with the hipop worlds, then work back if you are coming up empty. A world with a pop of 6- (i.e. a "non-industrial" world) probably doesn't have the industrial base to support an interstellar empire.
Once you have picked the core world, look at the nearby worlds for likely partners. If the main world is non-agricultural, you can be guaranteed at least one neighbor that is (or can be) agricultural will be a member, willing or not.
As you start adding worlds, keep in mind how big you want this pocket empire to be. Almost all will grow to at least a subsector size if they can, but growth past that depends on the empire's character and whatever other barriers to growth they run into (rifts, competing empires, "dead zones", etc.).
Again, to stress a point above, do
not be afraid to change something if you need to. If something
almost works except for one thing, go ahead and change that thing.
Good luck and have fun!