Yes. You can keep your domain on Cloudflare, Sucuri, Imperva, StackPath, or any other DNS/CDN provider and still use it as a custom domain with Onelink.to. There is just one important setting.
For the specific CNAME record that points your subdomain (e.g. app.yourdomain.com) to mydomain.onelink.to, you must disable proxying on that record. In Cloudflare this means setting the record to DNS only (grey cloud), not Proxied (orange cloud). Other providers have similar toggles.
This only affects the one CNAME record for your Onelink subdomain. Your root domain and any other records can stay proxied as before, so the rest of your site continues to benefit from your CDN/WAF. We handle TLS termination and traffic for the Onelink subdomain on our side.