I currently have a similar setup (ESP32, BLE Sensors with ESPHome). Only problem is my sensors are Cr2032 and they go through a shit ton of batteries.

Is there a write up somewhere on how to get these working? I’d like to replace all mine!

I added graph.facebook.com to my pi-hole’s black list as a regex entry

Yes, but did you clear the DNS cache on your device after doing this? Once the DNS lookup is done it doesn’t matter what you’ve done on your pihole. The IP is cached and pihole will not even see the query.