Yes, I know you can create static DNS entries by doing:
sudo nano /etc/hosts
And modify that to your heart's delight. But it also requires remoting into the device. And personally, I'd like to not have to modify that file. PiHole should be able to use it's own storage (even if it's a txt file) and serve up entries from there.
Probably low priority, but I think it would be a useful feature for a lot of people.