Read why consoles need a workaround first if you have not.
PlayStation does not have a simple "change DNS" box. You have to walk the whole connection setup again and change one step near the end. Nothing else you touch on the way needs changing.
PS5
1. Settings → Network → Settings → Set Up Internet Connection.
2. Select your network → Advanced Settings.
3. DNS Settings → Manual.
4. Primary DNS: a BedrockConnect address from the list.
5. Secondary DNS: 1.1.1.1
6. OK, then Save.
PS4
1. Settings → Network → Set Up Internet Connection.
2. Use Wi-Fi or Use a LAN Cable, whichever you actually use.
3. Choose Custom.
4. IP Address Settings: Automatic.
5. DHCP Host Name: Do Not Specify.
6. DNS Settings: Manual.
7. Primary DNS: a BedrockConnect address. Secondary DNS: 1.1.1.1
8. MTU Settings: Automatic.
9. Proxy Server: Do Not Use.
10. Test the connection.
Join the server
11. Start Minecraft and open the Servers tab.
12. Pick any featured server and join it.
13. The BedrockConnect menu appears instead.
14. Connect to a Server, then enter the address and Bedrock port from your dashboard.
On PS4 the setup wizard is long and it is easy to change something else by accident. If the console loses internet afterwards, run the wizard again and take Automatic / Easy at every step — that restores the defaults.