I’m not able to change that value in the “Set track & Via Properties”, only by opening up Board setup and clicking Net Classes and change it there (and after clicking OK it has changed in Set track & Via properties as well).
Is this the correct way of going about setting the minimum via drill?
You now predefine your via size and drill (hole… should say drill… a bit ambiguous), next one below constraints in board set-up.
Place via, right click and select size and drill of via from your predefined list or use a custom value for that via.