Remove local.list and openVPN traces

[yubiuser]

What does this PR aim to accomplish?:

Remove /etc/pihole/local.list.
As far as I understood, it has been used previously (before local dns records) existed for additional local hosts. One use was to import openVPN hosts. As we don't do such a hand-holding for other VPN services, I think it's time to go.

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[dschaper]

@jfb-pihole Do you (or Buck) still advise people to use this file?

[PromoFaux]

paging @jfb-pihole @Bucking-Horn for comment

[Bucking-Horn]

I think I've stopped referring local.list after pihole-FTL introduced automatic handling of pi.hole with Pi-hole FTL v5.9 in 2021.

[yubiuser]

The corresponding FTL PR has been merged pi-hole/FTL#1752