Despite decades of intensive searches, the particle nature of dark matter remains elusive, and improving our understanding of this long-standing mystery requires concerted, dedicated efforts across many fields of physics. The smallest galaxies in our Universe, ultra-faint dwarf galaxies, provide a unique window into this question, as their observed properties are acutely sensitive to classes of dark matter models. However, turning our recent astronomical observations into inferences and constraints is currently hampered by our limited understanding of the complex, non-linear astrophysics associated with the formation of stars within these objects. I will present the latest advances in modelling the formation of ultra-faint dwarf galaxies in our Universe, showing how recent improvements in hydrodynamical numerical simulations enable improved understanding of the robustness of dark matter constraints from astronomical data. Results that will be discussed are primarily described in the following publications: Rey et al. 2019 (https://ui.adsabs.harvard.edu/abs/2019ApJ...886L...3R/abstract) Agertz et al. 2020, inc M. Rey (https://ui.adsabs.harvard.edu/abs/2020MNRAS.491.1656A/abstract) Rey et al. 2020 (https://ui.adsabs.harvard.edu/abs/2020MNRAS.497.1508R/abstract) Orkney et al. 2021, inc M. Rey (https://ui.adsabs.harvard.edu/abs/2021arXiv210102688O/abstract) Please join the digital Mötesplats Rydberg: https://lu-se.zoom.us/j/910953381