FWIW, the people I've seen use xxxxx.com as their Bluesky handle are using bsky.xxxxx.com as their redirect. Bluesky supports redirects via CNAME records, so it's definitely a supported idea to redirect from your domain to Bluesky.
Oh okay, that's nice! I just tried and indeed just by setting a CNAME record now https://bsky.p4bl0.net/ redirects to my Bluesky profile while my handle is still @p4bl0.net rather than @bsky.p4bl0.net. Neat trick.
