You can try adding cu-categories to the class list of the Category List Block.
Adding Custom Classes: https://wordpress.com/support/wordpress-editor/adding-additional-css-classes-to-blocks/
Then add this CSS through Appearance > Customize > Additional CSS:
ul.wp-block-categories-list.cu-categories.wp-block-categories {
display: flex
}
ul.wp-block-categories-list.cu-categories.wp-block-categories > li {
list-style: none;
padding: 4px 6px;
background-color: #dddddd;
border-radius: 6px;
}
ul.wp-block-categories-list.cu-categories.wp-block-categories > li:not(:last-of-type) {
margin-right: 16px;
}
ul.wp-block-categories-list.cu-categories.wp-block-categories > li >a {
text-decoration: none;
}