ronski I am using a private list and public, there is a couple of other public lists I may also add but this is what I did.
First of all an easy way to test is to use the easylist list as shown in first screenshot, you can add custom lists as well using the 'dnsbl feeds' option.
Third screenshot is my outbound rule I just setup to allow modem stat collecting on shared wan cable, however I could not find a way to add the right ip to the wan interface in the gui, so I had to do that in command line.
Note I am removing easylist later on my router, I added just to help test. You have to be careful filtering ads/tracking router side as if a site breaks its not so easy to whitelist, also if want to whitelist sites like kitz for ad's that is also harder to do router side.