I just block my Roku’s telemetry and ad servers at the DNS level with my pi-hole, and it works fine for streaming from my Plex/Jellyfin server. If you really wanted to be sure, you could just reset the firmware and refuse to connect it to the WiFi afterwards. It’ll still work just fine as a regular TV. Then you can hook up something like an Nvidia Shield Pro or an Apple TV 4K to it, and use that to stream instead.
I just block my Roku’s telemetry and ad servers at the DNS level with my pi-hole, and it works fine for streaming from my Plex/Jellyfin server. If you really wanted to be sure, you could just reset the firmware and refuse to connect it to the WiFi afterwards. It’ll still work just fine as a regular TV. Then you can hook up something like an Nvidia Shield Pro or an Apple TV 4K to it, and use that to stream instead.