I self host.
I use nginx as a reverse proxy with crowdsec. The backends are nginx and mariadb. Everything is running on Debian VMs or LXCs with apparmor profiles and it's all isolated to an "untrusted" VLAN.
It's obviously still "safer" to have someone else host your stuff, like a VPS or Github Pages, etc, but I enjoy selfhosting and I feel like I've mitigated most of the risk.
For what it's worth, though, you can proxy other services, like Gemini or gopher, through the same proxy for simplicity's sake.