Do individual devices require configuration with Pihole+Unbound?

So, my question is - are there configurations that need to be made outside of the Pihole for device queries to be blocked entirely?

Yes.

  1. On your router's firewall, you will need to block outbound port 53 and 853 for all devices except your router & pihole. If your network is both IPv4 & IPv6, you will need to do this for both firewalls.
  2. You will also need to block DNS over HTTPS, as this traffic does not use port 53. Consider implementing this blocklist into your pi-hole. If your firewall supports IP address lists/blocking, I would suggest adding the IP list into the firewall, to prevent hard-coded IPs in devices still using DoH.
  3. Consider enabling the special domain blocking for iCloud relay and Firefox's DoH service in pi-hole's config.