I'm not sure if its worth posting, but I just installed pihole and its great. You dont actually need a pi, you can run it in docker. its nice that you can see all the dns queries that are happening.

Can you recommend a guide for setting it up on something like a mac?

I dont know much about macs, but googling this looks like it should work for you. https://pawelurbanek.com/pihole-local-computer, though I'd try to use the official compose instead of his version on github. https://github.com/pi-hole/docker-pi-hole