How do you filter ads and trackers outside of a browser while still using a VPN service?

This is straightforward with browser addons like uBlock Origin where you can add and choose blocklists, but I did searches for doing so system wide and using a VPN but didn’t find clear answers. I could use a DNS service that provides blocklists but isn’t it best practice to leave DNS to the VPN provider? I looked up blocklists and VPNs but didn’t find relevant results.

On Android, I didn’t find any apps that let you filter blocklists and using your own VPN other than Rethink, but the blocklists feature requires using Rethink’s DNS.

So what’s the best way to filter ads and trackers on both 3rd party apps and on OS’s like Android (specific Samsung phones) while still using a VPN?