Thank you for posting question @PozsonyiAttila
I was looking into this on my side, but I can't see this option in Panorama either. As an alternative solution, I would suggest to create a new Template for every site and configure the DNS proxy object in it, then place it on the top in each site's Template Stack. In this case, the DNS proxy object would take precedence and rest of the configuration will be pushed from rest of your Templates in Template Stack. This will have a slight administrative advantage over overriding Template values locally on Firewall side and you can manage everything from Panorama side.