Opnsense, pfsense, adguard home, pi-hole. Look into them, start caring about your privacy. Not because you have nothing to hide, but because one day your data might be used against you.
My (very basic) understanding of a pihole is that it calls out to an upstream DNS provider (such as the one you'd be using without a pihole) and caches everything it gets back, meaning that it's only making new requests when you're querying a domain it hasn't queried before. I can't think of any reason a game would need to constantly be accessing different domains (except maybe for some kind of server browser?)