Ok, this is how I did it:
I register my domains with DirectI. They also offer "Managed DNS".
First, I registered a domain that I use for technical issues only, not for web sites or emails (hostmu.com). For that domain I bought "Managed DNS" and created the A records ns1 - ns6.hostmu.com.
Right now, I use ns5.hostmu.com as primary DNS server, ns6.hostmu.com as secondary DNS. Both run ISPConfig, and I create all records using ISPConfig.
Whenever I want to register a new domain, I create all needed DNS records (A records: www and mail, MX record: mail) before
I register the domain. Then I go to DirectI and register the domain, and when I register it, the web interface allows me to put in up to four name servers, so I fill in ns5.hostmu.com and ns6.hostmu.com.
Voilà! That's it!