You will need to be more specific on your configuration for us to provide a more comprehensive response.
I have Pihole configured with Mullvad as the primary upstream DNS provider (albeit with DoH).
Just make sure you're using IP addresses for the upstream Mullvad DNS servers since you won't be able to resolve their names without first having DNS (i.e. chicken-egg).
@yoasif@fedia.io, you spammed this story everywhere.
Not cool, man.