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How to make my home network access the internet via VPN?

Hi and thanks for your help.

I have a pretty besic router, so I can not install a VPN on the router itself.

I have a docker instance, that is running PiHole. The PiHole is configure as the networks DNS, while the router does DHCP.

Now instead of installing a VPN client on every of my devices I thought of deploying a VPN client on that docker instance and route all external traffic through the VPN like this: Client -> DNS -> VPN -> Router -> Internet

Is that even possible from a technical point? What do I need?

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