I run PiHole on my home network, but it's not my default DNS server (for technical and other reasons); I have to configure custom DNS. I'm disappointed that I can't do that with my Roku devices.
Adguard is basically the same as Pihole. They run the same way, and are both FLOSS.
But Adguard runs right on my router.
iptables -A PREROUTING -s <IP of device> -d 8.8.8.8 -p udp -m udp --dport 53 -j DNAT --to-destination <IP of custom DNS>:53
I hope the NextDNS privacy blocklist for Roku can deal with these.