Yup. This is how I run my pihole.

Pi zero with USB Ethernet adapter: https://www.amazon.com/gp/aw/d/B00L32UUJK?psc=1&ref=ppx_pop_mob_b_asin_title

I use this one https://www.amazon.com/dp/B00L32UUJK/

But I am sure this one would also work without the USB hub https://www.amazon.com/dp/B009XU6N54/

This works fine too and plugs right in (no adapter needed): http://www.amazon.com/gp/product/B00L32UUJK?psc=1&redirect=true&ref_=oh_aui_detailpage_o00_s00

I use this one and have had no problems with it:

https://www.amazon.com/gp/product/B00L32UUJK/