Minimising network/mining fees on Coinbase Pro

Ethereum first time buyer here. Bought ethereum on Coinbase Pro, now looking to withdraw to a personal wallet for security purposes.

Coinbase Pro does not let you change the network fee/mining fee when withdrawing Ethereum to a personal wallet. However, I believe that Coinbase Wallet does. Seeing as transfers between Coinbase Pro and Coinbase Wallet are free, could I withdraw the Ethereum to a Coinbase Wallet for free and then withdraw from the Coinbase Wallet to my personal wallet, setting the transfer priority as low to minimise the network fee? Seems like a easy way of circumventing the annoying feature on Coinbase Pro which doesn’t let you choose the network fee.

Just need a sense check of whether this would work. Any other suggestions welcome, thank you!