A zero has no networking capability, you need at least a W unless you're adding a dongle of some sort.

I've used odroid's offerings in the past and prefer them at this point.

There are alternatives like La Potatoe and others. You should be able to run PiHole on any small Linux board. I had to resort to Pi knock offs for many projects. They mostly work similarly.

To answer your question, any pi zero variant will work fine.