After more digging and testing, there is the possibility to modify this option also directly from the GUI:
However, the warning remains as it is not possible to remove or overwrite the default line
dhcp-option=option:dns-server,0.0.0.0,0.0.0.0,0.0.0.0
from the file /etc/pihole/dnsmasq.conf using the GUI.
@devs is that something that will be available at some point?