This. I started to tunnel my traffic via my Wireguard VPN (when outside) to cut these 30% of connections that are blocked by Pihole.
Pihole is really a great piece of work. It uses standard components (dnsmasq, standard lists) and does it well. I used to have it in a docker container but moved it to the ISP box when I got a new one (a French ISP called Free provides you with an Internet box that has a built-in VPN (WG or OpenVPN) and allows you to create VMs - this is where I ultimately moved Pihole because it is my DNS and DHCP server)
Pihole is really a great piece of work. It uses standard components (dnsmasq, standard lists) and does it well. I used to have it in a docker container but moved it to the ISP box when I got a new one (a French ISP called Free provides you with an Internet box that has a built-in VPN (WG or OpenVPN) and allows you to create VMs - this is where I ultimately moved Pihole because it is my DNS and DHCP server)