Unfortunately, if you can't reroute the DNS at the router level, then the device level is the only other option afaik. It's a pain, but on the bright side, it only needs to be done once per device.

Techy solution: get a managed switch and configure DHCP snooping, only allow the port that connects your newly configured DHCP server which sets the DNS to your PiHole.

Just get your own router and use your ISP device in bridge mode. Most of them have that option. It makes things like DNS and port forwarding so much easier and allows you to do so much more, like wireguard VPN.

N'yes.

Does your ISP happen to be Xfinity/Comcast?

I wanted to do the same thing and found I was not able to do so on the modem.

That kick started my homelab adventure because I wanted more control over my home network, which I got all setup and is working the way I want it to...but then while I was working on figuring out port forwarding, I found that they moved that ability along with other stuff into the Xfinity app.