GREAT SUGGESTION!
I came across this looking for just that.
Currently doing the post with WebCore linked to a switch in SmartThings. Then Alexa can control the switch. Seems like a lot of rigmarole for something that one would think Alexa should be able to do out of the box.

@Jaymz yes running a Pi as a server or other always on device is counterproductive. Plus the OP stated without the need for my local server.

Google HA Bridge. You’ll need an always on device like a Pi but you can create a device that will appear as a Hue light in Alexa - when you switch that light on it can do many things including sending an HTTP post.

Simple voice control of DIY devices could be achieved if the Routines section of the Alexa App had an option to do an HTTP POST.

eg/ I have a home-made lamp (based on an ESP8266) which I currently control using a custom skill that drops the JSON payload to a Linux server which interprets it then does a HTTP POST to the lamp's URL with the required mode as a parameter. ("mode=candles"/"mode=off"/"mode=purple"...etc)

I could (and other hobbiests and educators could) much more easily have implemented this with an Alexa Routine identified by "make it candle time" with a line in the routine which would hike the command over to the lamp's URL without the need for the custom skill or my local server.

The POST option would need to accept a HOST:PORT combination in order to perform appropriate routing to devices once it hits someone's router.

This would open up opportunities for people to implement voice control of custom devices without the need to create a skill, have their own server or implement forwarding in AWS.