This is very similar to how I setup my (paid) Fastmail email with my own domain. But Fastmail goes one step further: When signing up for things I use an email address like: [email protected]. Fastmail will automatically deliver any messages addressed to the above email into the Shopping folder of my Inbox. I don't have to create an alias or any rules in my email account. Fastmail will handle that when a message arrives.

This is great for categorizing messages. And you can still blacklist aliases that have been leaked to abusers.