This sort of solution appeals to me but I wonder what the trade-off is. I am now sending data about domains I visit and when to a different entity not my ISP, how do I trust them more?
You don't have to use any DNS features, Rethink will happily let you set your DNS resolvers to whatever you like, you can just use it as an on-device VPN that allows you to block or isolate everything per app or per connection.