Pihole is a self-hosted DNS server that filters out domains that serve ads, as well as malware and tracking domains. When clients try to access a blocked domain, the DNS request fails, so the client doesn’t know where to connect and the ads/malware simply fail to load, while the rest of the game/webpage loads just fine.

Highly customizable, either manually or with various online lists of known domains. It’s also a handy tool to create local-only domain names for accessing your own self-hosted services.

Alternatively there’s Adguard or Nextdns; public dns servers that perform a similar function, but give you much less control over what is or isn’t blocked.