r/CloudFlare: Most efficient DNS spec, help please!

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This article archives a conversation, which took place in a subreddit post (original source linked below) and to which I contributed a solution or answer (with the u/MasterofSynapse handle), in a Q&A format.

Original Reddit post: https://www.reddit.com/r/CloudFlare/comments/10adbml/most_efficient_dns_spec_help_please/

Question

Given these names:

my.example.com one.my.example.com two.my.example.com three.my.example.com

I want all of these to point to the same IP.

I can make it work with two DNS entries:

my.example.com *.my.example.com

But is there a way to achieve this with only a single DNS entry?

Answer

No, there isn't, since my.example.com and *.my.example.com are different "levels" of example.com, my. being a Third-Level-Domain, while *. is a Fourth-Level-Domain.

So to provide both my. and *.my. you need both records.