Local access but no internet with openvpn

I am running pihole official image with docker in a raspberry pi 3. It handles my DNS and DHCP. I am also running openvpn docker.

When I connect to the openvpn, I have access to my local network, but no internet access (dns not resolving?).

In my openvpn config file I have:

push dhcp-option DNS piholeIP

If I change this with

push dhcp-option 8.8.8.8

then I have internet access. I think this is something docker related, because I had a similar installation when I had both services running natively in the rpi and it worked without problems.

And suggestions? Thanks.