qgis - Create a Raster file out of a ASCII grid file?

I'm using a special system to do geomagnetic surveys. The software let's me output the information as image files, ASCII grid or in its own proprietary file format.

Now I want to get its information in my GIS (using QGIS). I can of course import the exported image files but I would love to import the raw data to play around with the visualisation a bit more, not depending on the original software.

The files look like this:

X   Y   Messwert
995.00  1000.00 0.00
995.00  1000.05 0.14

995.00  1000.10 0.28
995.00  1000.15 -0.07
995.00  1000.20 -0.42
995.00  1000.25 -1.26
995.00  1000.30 -2.17

and so on..... (looooong file ;) )

Every 0.05 cm movement on X and Y contains a data value, positive and negative.

I want to convert this data into a raster file, a pixel for every data value. My goal is to tune the visualisation comparable to a DEM TIFF file in my QGIS project, without having the problem to export this through the original software every time.

What would be the best way to do this?

I think GDAL is the program to use I need some help. Perhaps there is even a way to do this in QGIS?

Update:

So I finally imported a fraction of my data, sorting everything to Y. Saving everything as TIFF wasn't a problem as well. Now my next step is to get this spatially correct data (in terms of length) into my project. The coordinates in the file are just a local project oriented coordinate system.

Georeferencing the created TIFF wasn't a big problem but it results in a little annoying problem. after georeferencing my perfect square gets rotated a bit, resulting in big nodata areas.

My data also contains positive as well as negative data and even zero is important.

I couldn’t find a way to get this nodata area to disappear, QGIS georeferencing gives it a value that is contained in the data areas as well. if I set this to transparency my raster files gets some annoying holes.