I use Unbound in a similar way, although I return 0.0.0.0 rather than NXDOMAIN. Don't really know why I decided to go that route, but when I was setting my Unbound server up I'd read how quad 0's was the pi-hole's preferred setting [0]. Seems the articles' script would accept such a setup too, via the ${TYPE} parameter (or maybe a slight rewrite of the `echo` later on there).
[0] https://docs.pi-hole.net/ftldns/blockingmode/