My Pi hole is currently installed in my Raspberry Pi, I have also PiVPN (https://www.pivpn.io/) installed in it.
I didn't want to set the Pi Hole as the DNS of the router, so I set it up manually per device.
Currently I use the VPN on Android through OpenVPN.
What would be the right approach to use NordVPN with the Pi Hole? Is it possible to configure NordVPN on the Raspberry Pi?
If your NordVPN subscription covers mobile devices, you could consider to install the NordVPN client on those mobile devices and use that while not at home.
While this would mean that you forego Pi-hole's filtering, this will very likely give you way better performance than the alternative.
That would be to route your entire traffic through your OpenVPN server at home, and have that server forward its DNS requests to Pi-hole (which had to use NordVPNs DNS servers exclusively as upstreams) and all other traffic to a NordVPN gateway in your home network.
Besides from doubling de- and encryption computational efforts, this would also mean that either your OpenVPN server's or NordVPN gateway's network interface bandwidth (roughly half its nominal speed at best, with only one NIC) our your router's upstream bandwidth would determine your mobile's maximum download speed.