There are quite a few advertising and tracking domains you can safely block without any negative impacts to Apple devices. Parsing my logs at NextDNS (nextdns.io), the domains below are the most commonly blocked. It looks like most of the popular blocklists, including the default NextDNS blocklist, already include these domains.

*.iadsdk.apple.com

api-adservices.apple.com

news.iadsdk.apple.com

stocks-analytics-events.apple.com

weather-analytics-events.apple.com