Trouble binding subdomain to workers

Hi - I have my domain set up in cloudflare and I would have thought it would be straightforward to bind a trigger to the domain.

I have my routes
  "routes": [
    {
      "pattern": "my-project.my-domain.com/",
      "zone_name": "my-domain.com"
    }
  ],


Set up and it appears to be working - no complaints registering that binding.

However nslookup my-project.my-domain.com is failing, falling back to my ISP's default page.

Do I need to set up a subdomain in DNS? And if so to what address do I point it? It feels like I shouldn't have to do any of this since the domain is managed by cloudflare DNS, but I might be missing something.
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