Thank you Bryan and Sammy for your comments! I've added a section to the user-facing documentation about the new feature: https://wikitech.wikimedia.org/wiki/Help:Using_a_web_proxy_to_reach_Cloud_VPS_servers_from_the_internet#Vanity_domains
The next step is seeing up what kinds of requests people come with, and we can then tweak the criteria and instructions if necessary.
Taavi