Should I customize own Kali OS?

According to the OSCP Exam Guide,it looks like I must use own OS.
So should I give up to use Pwnbox and change to use OpenVPN to customize own Kali OS?
Does the idea is correct?

It never hurts to have your own Linux box, I use Kali on TryHackMe and other Hacking sites, Including HTB. OpenVPN should be installed on Kali by default. If not it is a simple install using apt-get install. Plus it is nice to have your own Linux box you can customize. If you do not have a spare machine, just setup VirtualBox or another free VM.

I’d say so. I use a slightly customised Kali VM to use for HTB and HTB Academy. I recommend checking out the “Organization” section of the “Setting Up” module on HTB Academy. It gives lots of great tips and examples of creating Bash aliases for your terminal prompt, scripts for installing additional packages etc.

Since learning these steps I now have a “kali_config” folder on my host, which contains my OpenVPN configs (encrypted), .bash_aliases, .zshrc, notes, tools.list, setup scripts etc.

This is then zipped up and placed in a password-protected directory on a VPS. Now if ever I reinstall Kali, I can download this zip directly from my VM and have everything set up in a couple of minutes (not including time taken to actually install packages etc.)