Hi Marcus, it all really depends if you already have Umbrella subscription for users/devices, or you just want to add DNS security to your Meraki LAN/wifi without that. If you do not have Umbrella, then easiest way is to use automatic integration with an advanced license on the MX (you then can DNS filter Wired and Wireless). Advanced on the MR when you do not have an MX, and want auto connection DNS Umbrella, or Enterprise on the MR if you have Umbrella subscription and you are ok with manual connecting Meraki to Umbrella policies.
Thing I noticed when you use only DNS filtering on categories on a MX, the block message of traffic is logged based on IP of the Access Point, so you do not see what client it is (on Guest SSID with Meraki NAT). But yeah that are guest devices so what are you going to do 😉