1st approach: xmlstarlet with an XPath expression (rss/channel/item/link) + shell wrapper.
2nd approach: XQuery script looping over rss/channel/item (+ shell wrapper). I am glad to upload it to my github area, in case somebody is interested.
Update 2016-08-26: By default WordPress creates an RSS feed with just 10 entries. I don’t create my diary entries (as described above) a couple of times a day, so sometimes it may very well make sense to look back like 20 or more entries. I did not immediately recognise, that figure is a parameter WordPress allows you to set for your blog. I rather came across this forum thread:
And I found the “expert’s” opinion rather annoying. Luckily enough I was courageous enough to search for the suspected parameter in the Settings / Reading section. I am glad it’s there.