Yes, without exception. I want to know who is leaking/selling my address, and usually stop doing business with those who do. It also makes filtering really easy. People sometimes have strange reactions when I verbally give them an email address with their company name in it, especially when I'm a new customer.
All you need is a domain and an email provider that allows catch-all addresses, both of which are easy and cheap.
I always see people claiming they use this strategy, but I never ever ever see people blaming services saying "this and this company sold my data to spammers". Where are the name-and-shame people? Have you ever caught anybody doing anything?
It's hard to distinguish between leaking and selling, but I think leaking is much more common. Dropbox famously leaked a lot of emails in ~2012, including mine - I was never a paying customer and that put me off becoming one or using them (to this day most spam sent to my domain is to that Dropbox address). Two local PC parts companies leaked or sold my email. I confronted one about it and they claimed they hadn't had a data breach, so either they sold it, or they were too incompetent to know they'd been hacked, or they lied - I suspect incompetence but whatever happened they lost my business. A couple more incidents long ago too.
Real estate agents can be pretty aggressive with emailing, but IME respect unsubscribes and don't seem to share/leak emails. I kind of wish I'd used an address per agent instead of per company to see what was happening better.
Non-company uses can also reveal issues. I had an address scraped from a flatmate finding site, and one apparently lifted from a relative's contact list somehow (I only have one I use for family, so that was a concern, but spam to it petered out quickly).
Yes, I was one time suddebly getting whine ads on an E-Mail for a service I signed up. I contacted the service (rather unfriendly) and they apologized and the unwanted E-Mails stopped.
It's a separate address that can have its own mailbox if need be, but unless you want to keep meticulous records on the go, and refer to them constantly, some sort of pattern is required.
Yeah we run this on our own Proton Mail whitelabel, and for a few customers who have us manage it, mostly for the filtering aspect, and the occasional customer who has the wrong/mis-spelled address in their system and won't change it.
All you need is a domain and an email provider that allows catch-all addresses, both of which are easy and cheap.