Last time I looked into Pi-Hole, it worked via DNS. though perhaps they added options here (like with a proxy, as you mentioned). I'm not sure if PAC can still be MITMed.
Old iOS devices can't install OS-wide adblocker (these go for a few USD in the App Store otherwise, and work OS-wide). For them, Pi-Hole is a nice solution. A better solution is to replace the entire devices though. You can fix the issue also by just not using smart TVs, and by fixing MS Windows 10 manually with a tool like DWS [1].
For a mobile phone, Pi-Hole works whilst being in the (W)LAN. If you want to have it on the go as well you're going to have to use something like a VPN, have an always-on, low latency connection at home (e.g. fiber, or recent cable/DSL technology, otherwise an option could be cloud). This is going to have small overhead on data; not much to affect your plan in a great way. The problem is your phone battery! Imagine you have a push connection up on WhatsApp. Now it also needs to reconnect to the VPN, and encrypt the data twice: once E2E with WhatsApp and once between you and the VPN. With no additional security for WhatsApp.
Some mobile phone carriers restrict VPN data, or mangle DNS data. They use a transparent proxy to route DNS traffic via their DNS server, so its pointless to have your Pi-Hole listen on your WAN (besides, 3rd party would be able to use your Pi-Hole as well). You want to have your DNS traffic through your VPN instead. However, once again, that's additional overhead. The advantage though is that your DNS traffic cannot be MITMed whilst e.g. being in a coffeeshop.
What I do is, I just buy the app or buy a subscription on apps I use a lot, and remove apps with ads which I don't use a lot. I also have targeted ads off in Google settings, so I never get relevant ads either way. I don't want to see relevant ads -if I see ads- because I don't want to limit myself being affected by advertising. Such limiting is always relative; never absolute. Advertising works in many sneaky ways, including e.g. paid advertisement on a popular YouTube vlog channel).
Furthermore, uBlock Origin has low impact on phone performance compared to DNS-based blocking. It is better than nothing. Using NoScript can also greatly help, esp if you don't have 4G or have a slower smartphone.
[1] https://github.com/Nummer/Destroy-Windows-10-Spying