OpenRouter is pretty great but I think litellm does a very good job and it's not a platform middle man, just a python library. That being said, I have tried it with the deep think models.

https://docs.litellm.ai/docs/

Part of OpenRouter's appeal to me is precisely that it is a middle man. I don't want to create accounts on every provider, and juggle all the API keys myself. I suppose this increases my exposure, but I trust all these providers and proxies the same (i.e. not at all), so I'm careful about the data I give them to begin with.