You can do that with pihole and basically any reverse proxy. The process is the same, so you can follow tutorials, you just have to set up your domain through your pihole instance instead of a registrar. You can set pihole as your dns for specific devices, or you can set it as the default dns for your network through the router.
I tried it and don’t recommend. I tried using it with openwrt, but the version that it ships with is too old and flashing is a pain. As for dd-wrt, I have no idea. I will say, when it was on the old firmware it was quite good.