I run a PiHole and a Tailscale exit node on my Unifi routers (previous generation). The Tailscale exit node lets me do both site-to-site VPNs and site-specific egress. The one thing keeping me from site network nirvana is that I haven't quite figured out how to set up a wifi network on the Ubiquiti device that routes all traffic through a given other exit node, however. Someday!