Pihole won't save Settings -> sudo: /etc/sudo.conf is world writable

I'm modifying your example above:

version: "3"

services:
  pihole:
    container_name: pihole_docker
    image: pihole/pihole:latest
    # For DHCP it is recommended to remove these ports and instead add: network_mode: "host" (or "macvlan")
    ports:
      - "53:53/tcp"
      - "53:53/udp"
      - "80:80/tcp"
    environment:
      TZ: 'Europe/Berlin'
      # WEBPASSWORD: 'ChangeMeNow'
    # Volumes store your data between container upgrades
    volumes:
      - './share/Docker/pihole/etc'
      - './share/Docker/pihole/dnsmasq'
    #   https://github.com/pi-hole/docker-pi-hole#note-on-capabilities
    restart: always

    # THIS IS THE NEW PART - you need to define the network for Pi-hole
    networks:
      macvlan_network:
        ipv4_address: 192.168.178.65

# Here you will declare the network details.
networks:
  macvlan_network:
    external:
      name: macvlan_network # This must be the same name you used when you created the macvlan

You need to know the macvlan name and replace it above.

You can add the environment variable in the compose file (like you did with TZ and WEBPASSWORD) to keep all values in one place.

    (...)

    environment:
      TZ: 'Europe/Berlin'
      # WEBPASSWORD: 'ChangeMeNow'
      # FTLCONF_LOCAL_IPV4: `192.168.178.65` # is just a suggestion
      PIHOLE_DNS_: '192.168.178.66'  # set your upstream DNS servers 

    (...)

I'm using PIHOLE_DNS_ here, because DNS1 and DNS2 were deprecated a long time ago.