In general we do not recommend bypassing the cloud, however for your use case it's probably the only reasonable option. A few notes:
- Of course your server will need a public IP address.
- Do the DNS resolution once (if you are using DNS instead of a hardcoded IP address), as DNS will also use data and if you use a hostname with UDP it will look up the address every time with no caching.
- This is only viable because you don't really need encryption or authentication for a device alive check.
- You'll probably need to put the Device ID in the UDP payload to identify which devices you are receiving the ping from.