I'm aware of adding domains one by one, but I want to add some lists like Hagezi Threat Intelligence Feed which is not available in the blocklists, and these blocklists have >500k domain list.

I'm currently using Blocky as my DNS resolver. It works fine and is super fast because of the fine control over caching, but I'm disappointed with its memory footprint. 400MB for a total blocklist of 1.3M domains