This is expected. In the end, Firefox is right: You are using a self-signed certificate here which has not been added to the trusted certificates of your device (so there is no "trust" on it), hence, this is not "secure" as you would not really notice when someone MITMs you.
If other browser you have tried do not say this, they are taking less care of your safety.
The PEM file in the same directory has both the certificate as well as the private TLS key, this is not needed on the phone and should only be stored on the server.
While trying to create a walk-through for you, I realized that this isn't actually possible with Firefox (mobile) because it won't accept self-signed certificates. I, hence, proposed a change how Pi-hole generates its own SSL/TLS certificate (proposal not yet accepted!) and wrote a guide here:
Note that this needs a special version of FTL, too: