I would get worried about somehow enabling access to defects in my router by opening some inbound ports. I realize that's a little paranoid...but recently I have been playing around with https://github.com/threat9/routersploit and routinely find defects in consumer routers.
Here's my other beef with cloudflare: Once I gotta pay 200+/mo for their security services or whatever, I could just rent out a private rack in a colocation and throw some old beefy lga-2011 xeon hosts. Now I don't need anything on my LAN exposed and I have dedicated IPs, physical security, and backup generators...etc.