What I did, as per @wolstech suggestion, was to add, at my registrar, my own site as DNS.
As you mention, my registrar required that the DNS be a domain, so I entered: "ns1.infantex.com.mx" (infantex.com.mx is my domain). I guess the registrar detected I was using my own domain as DNS and enabled a field where I could enter the VPS's IP (@wolstech referred to this as "glue").
Try it, it should work.
EDIT: I forgot, you need two DNSs. I don't know if you could enter ns1. and ns2.yourdomain.com, both with the same IP. 🙂 Or use some third-party DNS as the second one (Cloudfare, ClouDNS, ...). I haven't used them.