> What's more likely though is that you just point your router's DNS setting to Pi-hole, and in that case there is only one client on the Pi-hole dashboard - your router.
That depends entirely on what capabilities your router has.
Many routers have a setting for the DNS info they give to clients via DHCP, which would mean every client is indeed using PiHole directly for DNS resolution.
Other less capable routers, only have a setting for which upstream DNS server(s) the router should use, which of course isn't going to allow you to do anything with PiHole's group stuff.
But an easy solution is simply to disable the DHCP server on the router, and simply use what is built-in to PiHole. It uses dnsmasq behind the scenes, and as DHCP servers go, it's pretty capable and configurable. This is how I use PiHole on my own network, and have done for years now (with some customised dnsmasq config, because I have strong preferences about my network setup and services).
Most routers do nothing particularly special regarding DHCP anyhow, so no big deal to just turn it off, and use PiHole's stuff.
FWIW, and tangent to these specific points, my upgrade to the new PiHole 6 earlier today was pretty smooth — with the exception of it defaulting to having its dashboard on port 8080 instead of my previous 80. Plus I had to tweak a couple of settings to ensure it loads my custom dnsmasq config. But no deal breakers at all.