Fine-tuning on your proprietary data is the highest leverage thing you can do. Prompts get copied overnight. A model trained on your data, your evals, your edge cases is a strong moat.
OpenAI is winding that path down. Don't give up the leverage. Bring the exact same OpenAI SFT JSONL to Fireworks. No conversion. Same messages, tool-calls, per message weight masking etc.
Train on GPT-OSS, Kimi, Qwen etc. open weight models you can audit, serve, and own end to end.
Your data → your model → your differentiated AI stack.