Sort of. :-) We're using iOS's VPN capabilities but not actually running a VPN. As the Wireshark session in the video shows (but please verify yourself!), blocked tracking requests never leave your iPhone or iPad (are never sent) with Disconnect Kids installed.
I saw the video. I was asking how is the app able to block the tracking on the whole iOS device? What does the configuration profile this app installs exactly do?
[1] https://mediacru.sh/QGOXHRWC9fpZ