You can't do that with Pihole as the ads come from the same domains, and basically need a browser extension or an app with a built in equivalent.
If you're in the UK though, it does block the ads on All4 which was a nice surprise. It even works for the TV app.
This was more useful list, and certainly a better populated one.
https://www.quippd.com/writing/2023/06/15/unofficial-subreddit-migration-list-lemmy-kbin-etc.html