It is, if you can host at home and use a cheap vps as proxy is better in my opinion. Like it or not when you host something you will put sensitive info in your vps and ofc you should trust them. Exactly like the vpn providers, they will fight for your rights paying 5 dolars/months? For sure no.
You might be confused about self hosting, your desktop should not be 24/7 online, you are the client and you want to use the vps as exit node, where you host also headscale. And please don’t spend 20$ for a vps, you better rent 4 or more with 20$ from different providers and you can have more exists nodes. Headscale or wireguard are not eating a lot of resources. What you should look is at bandwidth , unlimited is better, you won’t find many vps providers with unlimited bandwidth Even if you are behind a CGNAT using wireguard as client won’t be any problems,because you are going OUT not coming IN.
https://github.com/fatedier/frp 10 minutes reading 5 to setup the best tool for tunneling i could find. The frps on a vpn(the most cheap you can find) and frpc on your server at home
My services are not accessible from my wan, i forward all my services to a cheap vps,using a proxy and trafic is encrypted. So i am not worried about my isp also my real ip is hiden. I use something like cloudflare zero trust… but is open source.