Opening up the in game main menu, on the bottom left of the screen there are icons for the current party members (will show blank for every empty spot) and a hotkey to private invite a member from your friends list.
If you're playing on Steam you can run a fully private game without a friends list by utilizing Discord by sending a Discord invite to players. The game has full and good Discord integration. With the game running, go to any Discord user private chat or public chat channel and select the '+' icon next to the chat text field and select DRG Discord Invite. It will post a link to your current DRG session lobby. If you restart the game or hit Disband Team it will remake the lobby and the invite link will die. Beware of accidentally killing the session but it is very nice that you never have to worry about old links letting people into your games when you don't expect it.