All three Privacy Guides recommended VPNs have ad- and tracking-blocking built-in with varying degree of customisation options. This feature can cover the basic benefits a PiHole would give you. If you want more control, I would suggest testing a tool like NextDNS instead of PiHole which gives you a custom DNS address you can set with some VPN providers, offering smoother interplay.
All three Privacy Guides recommended VPNs have ad- and tracking-blocking built-in with varying degree of customisation options. This feature can cover the basic benefits a PiHole would give you. If you want more control, I would suggest testing a tool like NextDNS instead of PiHole which gives you a custom DNS address you can set with some VPN providers, offering smoother interplay.