Just my opinion, I think you're barking up the wrong tree.
newtekie1 is correct in the assessment made.
And, also, once your system retrieves the resolved name, it stores it in your DNS cache and uses it.
So, basically, unless you or your system flushes the cache or the info changes, your system does not have to retrieve the resolved name from the remote DNS server.
What is the DNS cache?
When you type a web address into your web browser and press ENTER, you are sending a query to a DNS server. If the query is successful, the website you want opens; if not, you'll see an error message. A record of these successful and unsuccessful queries is stored in a temporary storage location on your computer called the DNS cache. DNS always checks the cache before querying any DNS server, and if a record is found that matches the query, DNS uses that record instead of querying the server. This makes queries faster and decreases network and Internet traffic.
If you wish to make a local dns server at home you can use windows server, linux, and other OSes.
Here is some info for RedHat, however, I doubt it will help your online gaming.
And, you may wish to do some reading up on the subject.
Here is a start...
DNS Name Server Concepts and Operation. Set aside some time, as, it is a lot of reading.
You may just wanna do a little more testing (
Gibson Research Corporation's Domain Name Speed Benchmark).
Pick the fastest and live with it.
You can use this to switch between DNS servers for testing or just picking the ones you like:
Dns Jumper v1.0.4 by Sordum.net
You might want to look to other avenues to improve your on-line gaming experience.
EX: change your isp to one of better quality service, increase your speed, tweak your network settings, move, etc.
Good luck on saving that millisecond here and there.