Creating your own coordinator that no one else uses or using one with a small userbase makes very little sense. You want the group to be as big as possible to improve the privacy aspect of things.
Yes, this is the exactly the idea behind WabiSabi that makes it so much more block space efficient than Joinmarket. In Joinmarket, coordinators (takers) only provide privacy for their own output while paying the mining fees for each maker's inputs and outputs (in addition to each maker's fee). WabiSabi coinjoins allow the maker/taker model for Joinmarket liquidity to be converted into a peer model instead, allowing much larger (and thus, more private) coinjoin transactions to be constructed while eliminating toxic change and remixing requirements.