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@feld maybe you want an NS record, I want a CNAME. Making a delegation and seperate zone for every challenge sounds very ineffective to me, but whatever works for you.

A CNAME does exactly what is needed, and as a bonus it can carry the name being challenged in the CNAME target (below the challenge zone), so:

_acme-challenge.www.example.com CNAME www.example.com.acme.example.org

Anyway, we clearly have different views on this, which is fine. I am not on bikeshed.party, so I will stop here :)