Brave + NextDNS/ControlD is what I've found the be the ultimate ad blocking combo for the entire household(TVs, phones, computers), when balancing cost/effort.
PiHole is popular but IMO not worth the effort when the above are so cheap. There are free ad blocking DNS servers, but they aren't customizable.
I handled that complaint by switching the house in general to eero’s adblocker, which is more permissive than nextdns and doesn’t generally block tracking links (and intercepts DNS requests to outside servers that aren’t using DoH/DoT), and just using nextdns on my personal devices.
Good question, I forgot this happens time to time. I set DNS at the router instead of devices, so just tell them to turn off wifi on their phones when that happens. It's actually slightly more complicated because of parental controls(if you care)... essentially the router gives out its own IP for DNS via DHCP, and the router itself is configured to use controlD.
On my personal computer, I don't remember ever running into this, but if I did I'd just override resolv.conf temporarily.
You can also just whitelist the domain(s) too via oneclick actions in both systems, which was my initial caveat that you can't do that using public adblocking DNS.
PiHole is popular but IMO not worth the effort when the above are so cheap. There are free ad blocking DNS servers, but they aren't customizable.