I don't think you've conclusively proved that Pi-hole is responsible for the TV going into recovery mode. It may be responsible for the TV not being able to complete its setup, but there have been plenty of reports of TVs going into recovery mode from people that wouldn't have any idea what Pi-hole is. A lot of these cheap Chinese Roku TVs are just junk. I think the only way to prove that Pi-hole is responsible for it going into recovery mode is to disable it and see if it still happens.
You're right, it doesn't conclusively prove that the TV is doing it in response to being DNS blocked, but it seems highly likely and I am not prepared to allow it to spy on my kid just to verify.
If it happens while the TV has no internet access at all, I will post again.
