URLs or domains? If the latter is enough, you could just install a DNS resolver ...

icebraining on Nov 19, 2013 | parent | context | favorite | on: LG Smart TVs log USB filenames and viewing info to...

URLs or domains? If the latter is enough, you could just install a DNS resolver like dnsmasq and configure those domain to redirect to 0.0.0.0 or so. Example config:

  address=/[banned domain]/0.0.0.0

Then either configure your dhcp server or clients to use the router as the DNS resolver.