Router as DHCP and PiHole showing individual devices

As I have my Pihole set now I see all the access coming from one connection (router address). I want my router to take care of the DHCP assignments but each device to be seen in PiHole. Ultimately I want to disable blocking for only one device but need the device list in Pihole. I've read that I would need to set default gateway of PiHole to my router IP. Is this correct? If so, I've tried nmtumi where I'm unable to access the gateway field. And I've tried searching for dhcpcd.conf but I do not see it in /etc/ -- I had read one can edit that file and set router as the gateway for the pi. I need a little help please.