Depending on how performant your WiFi is (mostly related to latency, not throughput), you may not notice much difference with modern routers. DNS has small requests and resulting payloads. That is, you need a WiFi that can answer/respond quickly but doesn't need to throw a lot of data to your clients.
Having said that, I use a wire when ever possible, including on my Raspberry Pi 'hanging' off of one my router's LAN ports. Reducing one WiFi hop is worth it to me but I have not done performance testing compared with the same set up via WiFi. YMMV
In my experience you will not see a difference in DNS performance.
I currently have five Pi-holes running. Three are wired (two Pi-3B+ and one NanoPi Neo) via ethernet to a switch connected to my router. The other two are on a different floor of the house and wireless (Pi Zero W and Pi Zero2 W) using the same router.
There is no observable difference in DNS performance among any of these.
Pi-hole has been developed to be able to run on low-end devices. Nevertheless, one can say that more horsepower surely helps when you are using the web interface to do some query analysis stuff. However, it isn't strictly required.
I have a Raspberry Pi 3B+ here which is connected both via Ethernet and via WiFi (distance to router about 4 meters free air) for testing purposes. ping reports a round-trip-time (RTT) of always less than 1 msec for the wired connected. The wireless connection, however, reports values in the range of 20-30 msec, infrequently spiking to 200 msec RTT every now and then. Mind that this delay can be added several times in case you Pi-hole has to do multiple lookups until it has built the response for you. While all this is usually not noticeable, we still recommend using a wired connection whenever possible.