My DNS server (which uses Hagezi's excellent blacklists) returns NXDOMAIN for bzr.openai.com. Serves OpenAI right.
https://github.com/hagezi/dns-blocklists
My own setup is DIY: a Debian box running Unbound (recursive DNS) with the RPZ blacklists from above. This gets rid of the upstream DNS service such as the ISP's completely, and prevents tampering or censorship.
Forget if they have Hagezi though. Also it would be really nice if there was a way to export and import custom URL lists and rules....