Previously, PiHole used /etc/dnsmasq.d/ with best practice being to put one's own additional config, or overrides, in separate file(s) in that folder.

PiHole v6 appears to have most of that config built-in, and upgrading to v6 removes all of the previous standard config files, leaving only user-created / user-edited files in /etc/dnsmasq.d/ - and PiHole v6 by default no longer imports anything from this folder (to prevent possible incompatibilities).

But it's just a setting, and toggling it brings back the original functionality of importing config from files in that folder. And for me, my custom dnsmasq config worked just the same as it previously did.