I was curious about performance of various methods for a single int in the range [0, 255], so I decided to do some timing tests.
Based on the timings below, and from the general trend I observed from trying many different values and configurations, struct.pack seems to be the fastest, followed by int.to_bytes, bytes, and with str.encode (unsurprisingly) being the slowest. Note that the results show some more variation than is represented, and int.to_bytes and bytes sometimes switched speed ranking during testing, but struct.pack is clearly the fastest.
Results in CPython 3.7 on Windows:
Testing with 63:
bytes_: 100000 loops, best of 5: 3.3 usec per loop
to_bytes: 100000 loops, best of 5: 2.72 usec per loop
struct_pack: 100000 loops, best of 5: 2.32 usec per loop
chr_encode: 50000 loops, best of 5: 3.66 usec per loop
Test module (named int_to_byte.py):
"""Functions for converting a single int to a bytes object with that int's value."""
import random
import shlex
import struct
import timeit
def bytes_(i):
    """From Tim Pietzcker's answer:
    https://stackoverflow.com/a/21017834/8117067
    """
    return bytes([i])
def to_bytes(i):
    """From brunsgaard's answer:
    https://stackoverflow.com/a/30375198/8117067
    """
    return i.to_bytes(1, byteorder='big')
def struct_pack(i):
    """From Andy Hayden's answer:
    https://stackoverflow.com/a/26920966/8117067
    """
    return struct.pack('B', i)
# Originally, jfs's answer was considered for testing,
# but the result is not identical to the other methods
# https://stackoverflow.com/a/31761722/8117067
def chr_encode(i):
    """Another method, from Quuxplusone's answer here:
    https://codereview.stackexchange.com/a/210789/140921
    
    Similar to g10guang's answer:
    https://stackoverflow.com/a/51558790/8117067
    """
    return chr(i).encode('latin1')
converters = [bytes_, to_bytes, struct_pack, chr_encode]
def one_byte_equality_test():
    """Test that results are identical for ints in the range [0, 255]."""
    for i in range(256):
        results = [c(i) for c in converters]
        # Test that all results are equal
        start = results[0]
        if any(start != b for b in results):
            raise ValueError(results)
def timing_tests(value=None):
    """Test each of the functions with a random int."""
    if value is None:
        # random.randint takes more time than int to byte conversion
        # so it can't be a part of the timeit call
        value = random.randint(0, 255)
    print(f'Testing with {value}:')
    for c in converters:
        print(f'{c.__name__}: ', end='')
        # Uses technique borrowed from https://stackoverflow.com/q/19062202/8117067
        timeit.main(args=shlex.split(
            f"-s 'from int_to_byte import {c.__name__}; value = {value}' " +
            f"'{c.__name__}(value)'"
        ))