I personally feel differently about the Pihole. I run one and it blocks a lot of telemetry traffic from smart TVs, apps like Netflix, etc. that are not originating from a browser. I'm showing a 23.1% block rate today.

But for my use case, I like having the Pihole UI to see the charts and it's nice for temporarily unblocking one domain, etc.

Here is an excellent alternative to running Pihole that I've used before: https://www.geoghegan.ca/unbound-adblock.html