Get a fancy enough used wlan dongle (optional) with some ancient PC to get an all-in-one router and file/build/web/dns/pxe/gemtext/gopher/proxy/vpn/irc server.

Or at least look into all of the other "{insert fruit} Pi" brands that are a fraction of the price. (pro tip: compatibility might be slightly less than ideal if using a distribution not by the manufacturer, look up "{name of CPU} linux mainline support" to get a table on some wiki showing what features are available; OR look around pages of the distribution itself if it's non-linux (NetBSD OpenBSD my beloved))

ALSO ALSO pro tip: there's a chance your router DNS settings don't matter where you use it the most aka your web browser. It's called "DNS over HTTPS" ("DoH"). Try using one of these servers for (relative) privacy then just get the UBlock Origin extension because the default filters there are a superset of the DNS filters.