AdGuard Home combined with DoH/T blocking and enforced DNS keeps it on the router rather than on separate pihole which could be unplugged. Also one less device to use. (As long as your router is powerful enough). It can also block various services like Facebook, YouTube etc.
That at least secures your home network.
Another route is enforced VPN on their phones that either routes back to your home network to keep filtering even when they are out... or a similar service for filtering is another way. (That's what one user does using an external DNS provider that I mention on my thread.)
Ultimately its about education and trust.
Because with mobile phones, tablets etc, there are multiple ways to get "unfiltered" internet. Libraries and schools will do their best but the internet can be a cesspool and blocking/filtering is a whack-a-mole game. Also what happens at others houses?
The thread for manual install of AGH is here, there is some pointers in there as others have looked into parental controls. AGH has client settings that can enforce safe-search and other options to help keep things kid friendly but its just one piece of the puzzle really.
Filtering has got better over the years but its still a minefield I'm glad I don't have to administer. Early filtering would block sex but also prevent access to sex ed or other resources. Its a sensitive balance to providing education or help resources vs full on "don't do it cos its naughty".