I hosted my mailman stack on VPS for some time, it worked well

I stopped self-hosting because it's too much hassle, but it was any difficult to maintain, (by difficult I mean complex)

It didn't worth the time I spent though, so I quit, but I would do it again if I need to

If I had to maintain a server at home and my ISP blocks it, I would get a VPS and host proxies on the VPS and use VPN tunnel to keep the mails stored locally

But I don't have any reason to do that currently, as well as most people