I had a couple people tell me my mails went to spam, but I reckon it was just an excuse for not answering. Apart from that, I never had any problem at all in the 5 years I've used them with a custom domain.
Their spam system works great but needs some breaking in: to train it, you need to have marked and deleted 200 spam emails. Only when you delete spam, the system updates its filter. I had some annoying spam that kept landing in my inbox, I had to create an automated "send to spam" rule until the personal spam filter started kicking in.
I've never had a problem with sending or receiving with this setup. FastMail's email servers have plenty of good reputation so they're not blocked.
The only issues I've really had are general custom domain & address choice issues:
Choosing to use me@myfullname.tld was not the best idea. A very tiny number of sites stupidly reject the use of a 2 letter username in the email address. Easily solved by setting up an alias of mail@myfullname.tld though. If I were starting over I would have just made mail@myfullname.tld the main address (and I would have aliased male@myfullname.tld). That also makes it a bit easier for humans to read too. Only 2 letters before the @ blends in too much.
Address hiding that many sites do fails to hide anything. Many times when you log into a site, it will display your email address in a way that's meant to avoid people seeing it over your shoulder. But most sites that do that only hide the username. So I'll see things like m*e@myfullname.tld