Okay, then you could set up a VPN which will only tunnel the DNS requests and the admin interface. You should be able to find detailed instructions online, like this one
https://community.openvpn.net/openvpn/wiki/IgnoreRedirectGateway
The idea is to simply don't force all traffic through the VPN, but only make the Pi-hole available through the VPN so you can access it locally and manually set it as DNS server.