https://docs.pi-hole.net/guides/vpn/installation/

Next, install Pi-hole and choose tun0 as the interface and 10.8.0.1/24 as the IP address. You can accept the rest of the defaults, or configure Pi-hole to your liking. The interface selection is the most important step; if you don't choose tun0 (at least to begin with), it will not work properly.

curl -sSL https://install.pi-hole.net | bash

https://docs.pi-hole.net/guides/vpn/setup-openvpn-server/

Set DNS Servers on VPN or Device