Currently it is not possible to autorun dnsfilter on android, because the app needs to be opened and accepting some EULA text, and a click on "ON" to work.
So please add application settings like done with the sidekey to autorun it and accpet the EULA. So it can be enrolled over MDM and runs out of the box without user interaction.
Because I can set a VPN profile with a MDM, it can autorun, when your app does support autorun without the need of interaction with the user.