Yes, there are a couple of threads about this (not NextDNS, but DNS filtering in general). You need to whitelist some of the trackers that TWiT is forced to use:
Specifically:
twit.tv (TWiT)
chtbl.com (Chartable)
pdst.fm (Podsights)
traffic.megaphone.fm
(Megaphone switched from providing the feeds over megaphone.fm to traffic.megaphone.fm, I reblocked the main megaphone.fm after I whitelisted traffic.megaphone.fm and it still works.)
As I value my privacy, I’ve switched over to Club TWiT, which offers tracking free (and ad free) feeds for all the shows.