I ran my own DNS servers in the past (and email servers). It's not too difficult to setup (email is significantly harder), although you'll probably have to run

I ran my own DNS servers in the past (and email servers). It's not too difficult to setup (email is significantly harder), although you'll probably have to run at least two DNS servers in order to use it with a domain because most registrars won't let you change the nameservers unless you have at least two. I think it's a worthwhile thing to do since it demystifies how DNS works (similarly with running your own email servers), but if you're running everything on cloud infrastructure I don't see much benefit aside from the educational aspect.