Technically, I believe Pi-Hole works over Wi-Fi as well: that is, you can have the Pi Zero running Pi-Hole connect to your router via Wi-Fi. Then all your devices connect to the Pi Zero for their internet access.
I could be mistaken though; only over installed on a Pi 3.
I've been playing around with orangepi zero for when I just need ethernet, wifi, and USB. It fits in an Altoids tin with room for some cable management.