Gotcha! The way it works is that you can set up existing external DNS resolvers in the admin panel. I use Quad9, but you could probably set up Mullvad DNS as well. You could also set Mullvad Family as the backup DNS in your router so if something can't connect to the Pi-Hole server, it still has a path to the net.

If you did ever decide to give it a try, you can pull it off with the $15 Pi Zero 2 W, so it wouldn't be as big of an investment if it ended up not working for your use case.

Either way, I applaud the use of DNS-level blocking to keep your family safe.