I have an 'Unplanned' story for each team member in every sprint.
Is there a way to create it automatically or do I have to either clone or manually create it every time I create a new sprint?
You can use automation for Jira addon(found in your project settings/automations page in JIRA Cloud) to create the issue(s) you would want.
On Issue create, create issue of type story.
Remember to link the source issue.
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