It doesn't need to have every cname in it. The cname resolves to the actual "bad" domain, which should be in your list already. That's why DNS blocking can still combat this method easily, while it's much harder at the browser level. uBlock Origin for Firefox beta has a "run all non-local domains back through and check for cname redirection" feature, which can also block the cname trick, but it will increase DNS latency because it has to check each external domain again for the "true" domain.