Step 1: Acquire Rasbpery Pi
Step 2: Install Rasbian Lite
Step 3: Install PiHole
Step 4: Setup VPN
Step 5: Get a domain name for the VPN server
Step 6: Install OpenVPN on Phone
Step 7: Connect to Rasbperry PiHole Server

NO MORE ADS MOTHERFUCKERS

...equals no more ‘free’ internet...

VPN != no ads, there's no need for it on your setup if you get a cheapo VPS.
Also, OpenVPN eats up your phone battery, I don't think having it on all the time would be a good idea.
And I'm not sure how you plan to reach your RPi if it also sits behind your home router, you need to make it reachable from the internet through a static ip.

Afaik PiHole is just a DNS server with some filters included, so you just need to point your DNS settings to the device running it.

You might as well just install PiHole on your VPS and run it directly from there. Oh, and check out freemyip.org if you want a free domain name.

For your phone I'd recommend you to take a look at DNS66 (if you got an Android phone)
It can blocks domains with host files and does not consume too much battery as only DNS queries are manipulated

Also it's open source

@StopMotionCuber DNS66 looks kinda nice; however, it won't work with Orbot. 🙁

Heard of Blokada?

@endor Yeah, VPN != no ads. My VPN is setup to only tunnel the DNS queries to my PiHole setup. The rest of the traffic goes through the non-tunneled connection.

I'm using no-ip to get the host name.

And OpenVPN on my phone is set to disconnect when screen is locked.

@StopMotionCuber Seen it, but I prefer hosting my own. Besides it was a great exercise to learn more about setting up VPNs :)

Also, Open Source != Security or Trustworthy

@hypervtechnics yup, still rather host my own :)

i wanted to set it up for my hole router but my router doesnt support it at all :( the dchp and dns is rarely configureable. Only thing it really can do us DynDNS