I personally do the last one (hn@mydomain.com with catchall). It works really well. I used to use gmail as my main address and all the emails from my own domain

I personally do the last one (hn@mydomain.com with catchall). It works really well. I used to use gmail as my main address and all the emails from my own domain used to go through Mailgun with a catchall route for incoming mail (I also used it to send automated messages for my various projects from the same domain). I now use Protonmail and on the 2nd paid tier you can have a catchall address. The only downside of this approach is that if you ever want to reply or send mail from one of those alias addresses, it's a bit tricky. So if that's important for you, maybe try a different option, perhaps with the + method.