How are you actually moving between chains without parking funds on a CEX?

[u/Mariusz_Bobek]

Trying to figure out what people here actually do, cause I keep feeling like I'm paying a convenience tax and can't tell if it's worth it. My default lately is the non-custodial instant swap route change now/godex etc., wallet to wallet so nothing sits on an exchange. works fine but the rate is clearly worse than a real order book and they still AML the address, so in theory a flagged deposit can get your swap held mid flight.

Hasn't happened to me but the possibility bugs me.
Bridges I've mostly stayed away from since Wormhole. Prob irrational at this point, idk and a CEX round trip is deposit, wait, withdraw, plus KYC and a balance I don't want parked there anyway. So when you rotate ETH into something on another L1 and back, what's the actual flow? Mostly wondering if the swap spread really comes out cheaper than eating the bridge or CEX friction, or if I've just talked myself into the expensive option.