Is there any way to build a linux software raid system without all drives?

mdadm will let you create a new array with a missing device. Name the drive / partition as "missing" in the mdadm command line, like, say:

mdadm --create /dev/md0 --level=raid1 --raid-devices=2 /dev/sda1 missing

You can add the second drive to the array when you get it back:

mdadm --manage /dev/md0 --add /dev/sdb1

Given that you've had one of these drives fail already I'd question the wisdom in using the other drive until you've got the first one back from RMA.