You can also install AdGuard home as a home-assistant add-on, and then configure your router to hand that IP out as the network DNS server -- so all of your network traffic is ad blocking as soon as it hits your wifi. (like a pihole).
It's pretty slick, highly recommend.
(Also super useful to see what devices are reaching out to where and how frequently, custom block lists, custom local DNS entries, etc).
It's worth trying on devices where you can't install ad blocking software, but can change the TCP/IP settings.