Well, I just attempted this today. Scratching my head a lot as instructions end up to clutter my browser completely with endless portions of information. The smallest hassle was changing DNS records, but to understand how iCloud mail works was more of a challenge. I believe I understand now that one can have ONE valid mailbox per domain. You are allowed to add 2 aliases per domain. They all end up in the same inbox. To me, this is a strange limitation as I like to separate the incoming mails. If you want additional aliases, they use the iCloud.com domain. Reason for this - no idea. I spent a full evening trying to figure out what is happening, very frustrating...
I contacted Apple support - and basically understood that they do not have a clue themselves how this works..
I have only changed DNS records, so reverting is just to restore DNS. Have not decided yet, but I do feel this solution is not really optimal for me, and possibly more people...