Hello!
On the systems, of course!
It is possible to disable it on the router too but that's ineffective in any case. If you don't control the router you just can't do it, as you correctly point out, but even if you control the router and then the rogue DHCP server is installed in your local network but it's a machine different from your router, it makes no difference that you disabled it on your own DHCP server (apart from the fact that if the attacker gains control of your router, he/she can re-enable all DHCP options).
Kind regards