sudo apt-get update && sudo apt-get upgrade -y && sudo apt-get autoremove -y && sudo apt-get autoclean -y
sudo apt install unbound
wget -qO- | sudo tee /var/lib/unbound/root.hints


sudo nano /etc/unbound/unbound.conf.d/pi-hole.conf

    # If no logfile is specified, syslog is used
    # logfile: "/var/log/unbound/unbound.log"
    verbosity: 1

    statistics-interval: 30
    extended-statistics: yes
    statistics-cumulative: no

    port: 5335
    do-ip4: yes
    do-udp: yes
    do-tcp: yes

    # May be set to yes if you have IPv6 connectivity
    do-ip6: no

    # You want to leave this to no unless you have *native* IPv6. With 6to4 and
    # Terredo tunnels your web browser should favor IPv4 for the same reasons
    prefer-ip6: no

    # Use this only when you downloaded the list of primary root servers!
    # If you use the default dns-root-data package, unbound will find it automatically
    root-hints: "/var/lib/unbound/root.hints"

    # Trust glue only if it is within the server's authority
    harden-glue: yes

    # Require DNSSEC data for trust-anchored zones, if such data is absent, the zone becomes BOGUS
    harden-dnssec-stripped: yes

    # Don't use Capitalization randomization as it known to cause DNSSEC issues sometimes
    # see for further details
    use-caps-for-id: no

    # Reduce EDNS reassembly buffer size.
    # Suggested by the unbound man page to reduce fragmentation reassembly problems
    edns-buffer-size: 1472

    # Perform prefetching of close to expired message cache entries
    # This only applies to domains that have been frequently queried
    prefetch: yes

    # One thread should be sufficient, can be increased on beefy machines. In reality for most
    # users running on small networks or on a single machine, it should be unnecessary to seek
    # performance enhancement by increasing num-threads above 1.
    num-threads: 1

    # Ensure kernel buffer is large enough to not lose messages in traffic spikes
    so-rcvbuf: 4m

    # Ensure privacy of local IP ranges
    private-address: fd00::/8
    private-address: fe80::/10

    name: "."

    # enable remote-control
        control-enable: yes
        control-port: 8953
        server-key-file: "/etc/unbound/unbound_server.key"
        server-cert-file: "/etc/unbound/unbound_server.pem"
        control-key-file: "/etc/unbound/unbound_control.key"
        control-cert-file: "/etc/unbound/unbound_control.pem"
sudo service restart unbound

Now test that it is working!
dig @ -p 5335
dig @ -p 5335

Configuration on PiHole

Other Commands

sudo systemctl status unbound
sudo systemctl enable unbound
sudo systemctl restart unbound
sudo snap install unbound-telemetry


Unbound Documentation
Pi-hole / Unbound Documentation