I'm an OpenWrt hawk, they have a plugin for DNS based blocking if you end up going that direction https://github.com/openwrt/packages/tree/master/net/adblock/...

AdGuard Home is in the OPNsense community repo and a very nice alternative: https://www.routerperformance.net/opnsense-repo/

I don't use opnsense but a quick google revealed the following, is this not functionally the same?

https://www.cjross.net/dns-security-and-adblock-with-opnsens...

Unbound has a block list feature and there are several other options. None are quite to the same level as far as I know, but the rest of OpnSense makes up for it.