Hi,
a little bit of expected behaviour as by default PiHole is LISTEN to local network only due to security. But your VPN is a different interface wg0 and therefore it is needed to set Listen on all interfaces, permit all origins inside PiHole or running pihole -a on command line. Having set this, you should be able to use your VPN server IP 10.6.0.1 as DNS server entry inside client configuration.