Moving from CEX to DEX

[Swiss_cheese]

With increased regulations looming and governing bodies tightening their belts on crypto. I am interested to know how you would transfer funds from a Centralized Exchange to more Decetralized exchanges and wallets?
I am looking to migrate from places like Binance and KuCoin to SafePal, Metamask, etc.
My initial thought would be to exchange funds to privacy coins such as XMR or ZCH and then do 2-3 transfers to destination?