Name Server Best Practice With Multi Site and mapping

My hosting provider says I need to add an A record for every sub.domain.com i create with Wordpress Multisite as long as i'm using their Name Servers. If I use private Nameservers, then it won't be necessary.

I plan to add many client sites and map the domains so they can have their own domain name, and i want to use my web host provider's name servers for security and performance reasons. I also want the process to be automated.

can this be accomplished with the WPMU dev plugging, or am I looking at making manual entries for every client I add to my multisite.