You are probably aware of it, but to be safe here are some of the privacy tweaks you could do in addition:

Article that talks about traffic blocking in Windows 10 and uses DisableWinTracking application.

I've also seen one article that talks about disabling hosts from the system itself. I don't have source, but I have the instructions I've copied to help one person:

1. Open your host file located in this directory C:\Windows\System32\drivers\etc file in Notepad or other text editor of your choice.

2. Add following lines to the file:

  0.0.0.0 vortex.data.microsoft.com
  0.0.0.0 vortex-win.data.microsoft.com
  0.0.0.0 telecommand.telemetry.microsoft.com
  0.0.0.0 telecommand.telemetry.microsoft.com.nsatc.net
  0.0.0.0 oca.telemetry.microsoft.com
  0.0.0.0 oca.telemetry.microsoft.com.nsatc.net
  0.0.0.0 sqm.telemetry.microsoft.com
  0.0.0.0 sqm.telemetry.microsoft.com.nsatc.net
  0.0.0.0 watson.telemetry.microsoft.com
  0.0.0.0 watson.telemetry.microsoft.com.nsatc.net
  0.0.0.0 redir.metaservices.microsoft.com
  0.0.0.0 choice.microsoft.com
  0.0.0.0 choice.microsoft.com.nsatc.net
  0.0.0.0 df.telemetry.microsoft.com
  0.0.0.0 reports.wes.df.telemetry.microsoft.com
  0.0.0.0 services.wes.df.telemetry.microsoft.com
  0.0.0.0 sqm.df.telemetry.microsoft.com
  0.0.0.0 telemetry.microsoft.com
  0.0.0.0 watson.ppe.telemetry.microsoft.com
  0.0.0.0 telemetry.appex.bing.net
  0.0.0.0 telemetry.urs.microsoft.com
  0.0.0.0 telemetry.appex.bing.net:443
  0.0.0.0 settings-sandbox.data.microsoft.com
  0.0.0.0 vortex-sandbox.data.microsoft.com

3. Save file.