The current way of working of Pi-Hole is that as a client, for example, doubleclick.net requests, the device its own IP address, say, 192.168.1.100, gives an answer. What does the client then subsequently in its browser is a connection set to 192.168.1.100 and there retrieve the requested resource, which will undoubtedly end in 404. Your Pi Hole thus has to deal with many HTTP requests (depending on how many clients you’re behind), and your client is still doing a lot of useless requests.
It would be better to use Response Zone Policies. Your DNS server will not answer 192.168.1.100 but a NXDOMAIN instead. This means something like: This domain name is not registered and therefore will be in a “unknown host” error printouts on the client. The client does in this case not even a request to a server (because he has no IP address), and the server will handle much fewer requests. This only provides a real speed gains.