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Why Serve Your Own
Because you don't trust me.
Because you want to do something I won't let you do on my systems.
Because you want an additional layer of separation between your users and my analytics.
Because it's easy, ish.
What You'll Need
A server your users can ping.
This can be LAN or Wide Area Network (WAN), or even a laser-comm VPN that you've airgapped and hardwired into your hermetically sealed off-grid underground bunker, like I did.
The point is, you need a server if you're not going to use one of the existing ones, that's kinda the point of "self-hosting".
What You'll Do
Set up a bridge user for outside services/users/etc to connect to.
Personally, I'm partial to something like bridge@ssh.pirate.me
or similar.
Make sure the bridge works with the bridging script, and then set up a service on your endpoint to keep the connection online.