And make sure you can easily fetch new emails on demand! I had a Migadu-Gmail setup, but the Gmail app and mobile site only pulled from the POP3 server every 30 minutes or something.
Which was fine until I had to verify my identity in-person at a Verizon store to cancel service and had to explain why I wouldn't be able to receive a verification email to verizon@mydomain for a while. Also annoying for my 401(k) which uses SMS for 2FA and makes the codes expire after 2 minutes.
Since then I've switched to a custom domain with iCloud, which unfortunately doesn't support catch-all addresses at all, but is more reliable and faster.