- Firewall & Security (side menu) - turn off Ad blocking. This is very important. If you don't do this you will get recursive DNS calls from the UDM router to your pi-hole
- Internet (side menu) - click primary/default WAN interface. Set "Advanced" to Manual and configure primary DNS server with the static IP of your pi-hole
- Networks (side menu) - for each network, drill down to DHCP settings under "Advanced". For DHCP Service Management click "Show Options". Turn off "Auto" for DHCP DNS Server and enter the IP of your Pi-hole. Do these steps for each network.
- Configure according to your needs. The documentation is good