Actually I do. Technically speaking. I hold my own keys. On metal. Have hand drawn QR codes that can be used with my Seedsigner and/or Jade. And run a BTC/LN node which I zap from.

I do use a coinos address here for reviving zaps but move them off to my node immediately upon receipt. And I don't get many at all...

So I suppose you could call the 21 odd sats in that wallet at any time custodial... but I'm not going to sweat that.

But I also think the technical friction for doing all this is not something all users can overcome. And sometimes counterparty risk is the better trade off with a portion of one's stack can be better than self risk.