It'll be much easier to do this on host machine. And much more reliable. However, in my home network raspberry pi with pihole handles filtering among many other

It'll be much easier to do this on host machine. And much more reliable. However, in my home network raspberry pi with pihole handles filtering among many other things. For single-player gaming it's OK to disable network on guest windows completely. ISO images with games can be just mounted via virt-manager GUI.