What's the proper way to configure RethinkDNS (on-device blocklists + wireguard VPN) on a new phone before it connects to the network for the 1st time?

[onetimecontributor]

I would like to collect some information on how to configure RethinkDNS on a phone that was never connected to the network and internet before.
I would like to focus on aspects I've either had difficulties with, or couldn't figure out how to get it done.

At the moment I have issues with setting up On-device blocklists, so pls help.

RethinkDNS apk as well as VPN profile configs (downloaded from VPN provider) to be transferred to the phone manually using USB drive.

DNS:
On-device blocklists: couldn't figure out how to configure it offline (like, how to manually feed-in needed blocklists). Unfortunatelly, restoration of a backup made on another device hasn't helped - even if the source system had on-device enabled, and lists downloaded, I still had it "disabled" after I restore the backup.
Proxy - Wireguard:
In order to get imported VPN configs workable, I assume, one have to add extra Peer that will include Endpoints in IP form and not in DNS (default for configs).

Once both are configured, I assume, the setup is complete and the device is ready to be connected to the network for the 1st time.