Yeah what you’ve described using your pihole sounds like a dream set-up. I honestly think that is the most powerful shield any home can have against data-mining apps, operating systems (looking at you, windows), websites, and even some physical devices (internet of things).
Cookie tracking is something that - now that I think about it - I’m not too familiar with in terms of the original intended site tracking it, but if it’s external sites, then yeah just blocking said external site from ever being loaded or script therefrom run should be good enough.
I’m not sure why you’re receiving down votes. It’s simple as that.