Any chance to have this implemented? Would set OpenDNS Family shield for certain devices ( kids, guests router ) while using the regular Google DNS for the rest.
No, unfortunately this is out of scope. With some work it is possible to use certain upstream DNS servers for certain domain requests but filtering based on the clients it currently not possible using dnsmasq. I know that this might be not a very convenient solution, but you could of course set up two Pi-holes (note that Pi-hole works on the very cheap Zero devices) and configure them differently. Use the restricted one with DHCP (so kids, guests, etc. will get it automatically) and use the unrestricted one for yourself (set its IP manually as DNS server on these devices).