Running multiple services on the same container, vs a container for each service

I currently am running PiHole and OpenVPN on an Odroid SBC, quite similar to a RPI. I use the command line to manage OpenVPN and the GUI for PiHole, as well as use /etc/hosts for assigning IP addresses to machine names.

Is there any reason why I wouldn’t want to use all three services (if you can call /etc/hosts a service) on the same container?

And since most of my configuration for PiHole is done in the GUI, how would I find out where and what files on PiHole correspond to what I see in the PiHole GUI?

Docker images have a single starting point. If you want to run multiple services, you have to have a way to manage them as a single entity. See https://docs.docker.com/config/containers/multi-service_container/ for more information.