It would be very hard to do so because SSL prevents middlemen from intercepting and modifying data. You'd have to install custom SSL certificates on all devices

It would be very hard to do so because SSL prevents middlemen from intercepting and modifying data. You'd have to install custom SSL certificates on all devices connected to your network like businesses do. PiHole would then use a copy of that custom certificate to decrypt the SSL, inspect/modify the contents, re-encrypt the contents with a normal SSL certificate, and send it off to its final destination. I've looked into this and it seems like there is no software out there that makes this easy. For it to be convenient enough to make sense, I think there would have to be some router 'login' page which makes downloading and installing the certificate as easy as possible. But, even 'easy as possible' would probably be too inconvenient for any guests who just want to use your wifi. Maybe it could be optional somehow. Don't install the custom certificate? Fine but you'll still get ads. Install the custom certificate? Awesome, your ads will be blocked.