think1984

To speed up DNF:

/etc/dnf/dnf.conf  
...
max_parallel_downloads=5
max_parallel_connections=20

I have found that RHEL/Rocky/Alma are very much faster at updating using DNF than Fedora, though I don't know why.

No problem!

Even Hagezi's most basic list blocks a lot more than OISD, and still no false positives. See a comparison (run over the top 10,000 websites) here.

DNS blocking is heavily dependent on the blocklist(s) you use. It's entirely possible to block >95% of crapware, and break companies' ability to track you without compromising usability.

Having used both for a lot of years, I'd say look instead at AdGuard Home. It is also FOSS but supports more out of the box; including certificate management, the ability to use encrypted DNS both upstream and downstream without need for third party software (cloudflared), the ability to use adblock filter syntax (lists are 200k lines instead of 2 million lines, but actually block more), and so on. PiHole has some improvements pending in the next version, but it's not there yet in comparison, imho.

I'd also strongly suggest you check out Hagezi's DNS blocklists, as they're pretty much set and forget. They're intended to be used as your only block list, and do an excellent job (see testing in the Discussions on their GitHub). Use the Normal list if you don't want to deal with false positives occasionally, and the Pro++ list if you don't mind getting your hands dirty (whitelisting occasionally) and want to block every last scrap of annoyance and anti-privacy crapware on the web. Both will significantly improve your online experience.