I started with unbound dns blacklists and then moved to adguard home. Dns based blocking is just easier and covers the whole LAN imo, I didn't want to deal with various extensions on all my machines/devices.

It's still not bullet proof but it's good enough for me. While you don't need a VPN, I run one so my phone is on it while away from home. That was two fold, dns based blocking and screw my cell carrier getting to snoop. Well and off course I wanted to learn how to setup a VPN server 😁