dnsmasq-full could be optional, but it is required :D. You may need to configure the firewall and other things as well.
Refer to this old branch for iptables support.
cd openwrt-sdk-*
git clone https://github.com/damnever/luci-app-vpn-nftset.git package/luci-app-vpn-nftset
# Compile po2lmo if not exist.
pushd package/luci-app-vpn-nftset/tools/po2lmo
make && sudo make install
popd
make menuconfig # Select: LuCI -> 3. Applications
make package/luci-app-vpn-nftset/compile V=99
TODO:
- trancate parsed domains? (e.g. avatars0.githubusercontent.com -> githubusercontent.com).