you can install AGH on your router directly if you have enough space and ram.
Alternately if you want to run any other type of DNS service like AGH or PiHole on another device you must get Dnsmasq to pass option 6 as part of the dhcp request. This will set your downstream clients to use the broadcasted DNS. However, be aware that without dns interception rules, anyone using a hardcoded or alternate set DNS will bypass your filtering.
# DHCP option 6: which DNS (Domain Name Server) to include in the IP configuration for name resolution
uci add_list dhcp.lan.dhcp_option='6,'"<IP of PI>"
Or edit the setting here in luci. As i have AGH installed on the router i just pass the routers ip but you would put your PI IP here.