I would configure your phone to already have the necessary settings for VPN, so that any subsequent device's traffic routes through that VPN (home).

On each device individual device, I would then setup adguard or ublock as browser extensions.

I don't know how to wirelessly run a pihole as DNS, short of connecting that to the phone hotspot, however, then you run into latency due to the VPN connection unless you allow for a split tunnel for that singular device.

Probably the simplest way to go about it.

Edit

However, if you're worried about privacy, how secure or private is your home connection?? Because if you have a pihole already at home, using the VPN should also default your DNS to the Pihole you already have configured... Anyway, give a few now details about your network setup.