I tried that too, but the Pi needs to be bridged to the network for it to show up properly and that caused issues with docker containers not being able to access it properly.
Most likely it can be made to work, but I have more money than time to spend on faffing about with stuff that should Just Work, so I threw $10 at NextDNS which solved all my issues instantly :)
The Pi needs a bit more power than most USB powerplugs deliver, did you get any warnings about underpower? The SD Card corruptions are often caused by this.
For the price of a single Pi, I can get NextDNS ad protection for _all_ my devices for multiple years. No matter where they are.