If you setup firewall rules on LAN to permit UDP/TCP to LAN address port 53, then set your pfSense to use OpenDNS servers then your LAN clients will not be able to use anything but pfSense to resolve names and pfSense will go to OpenDNS for anything it doesn't already know about.
Something like the attachments…
The DNS Servers are set in System->General Setup.
You enable the DNS forwarder in Services->DNS Forwarder
Then you restrict your clients to only the LAN address for DNS and only allow HTTP/HTTPS.
This is going to break all kinds of things but if you only want people to use OpenDNS for DNS and browse the web, this is how to do it.



