I know some folks are anti Ubiquiti Unifi on here, but you can run pihole (along with a bunch of other stuff) right on a UDM/UDM-Pro. IMO it makes the most sense to run this on the router, and you can run it in a docker container. If you're looking for a fun hour or two project, check out:
https://github.com/boostchicken-dev/udm-utilities/tree/maste...