Can I change my dns server with this xFi router? I don’t see an option to doso.
No, it's hard coded into the gateway to prevent DNS Hijacks and similar attacks.
Thanks for the reply. Three more questions, if you don’t mind.
1, can I give back the modem/router that I’m leasing from xFi and buy my own? (Then I could change the dns settings...?)
Absolutely. I've used my own equipment and leased. There are advantages to each approach, so obviously go with what suits you best.
2, would it be smarter to keep the modem/router that I’m leasing from xFi and just add my own router on top of that? I think it might be smarter to use ALL my own hardware... I’m trying to run a pi-hole, so I want to to be at the main intersection of my Internet- so that it covers ALL my Internet.
Don't know about "smarter" but that's certainly an option. It's called Bridge Mode. Some people opt for that to keep the unlimited data option with their xFi service but have a lot more control over how their LAN is managed. See here.
3, any suggestions on a modem & router? Do they come as one unit? Is Apple still the best choice or no?
That depends on a lot of things, including your speed tier and subscription. You can check https://mydeviceinfo.xfinity.com for a list of compatible modems and gateways. Apple's last Airport Extreme router was in 2013 and they stopped making them since. You can still use those, but there are better ones on the market. You can look at reviews online, such as from The Wirecutter and Smallnetbuilder.