A wise man has said, "If you have nothing, then you have nothing to hide."
In the Bible we were given an example of a King that showed another King what he had, and the Lord then told that King that the other King would return with more Kings and take ALL that he had. ALL.
Not to be harsh, but the only tool that I have found that works most sufficiently toward blocking Microsoft telemetry is the user's own keyboard and their own one-at-a-time adjusting of Microsoft's settings.
I think that O&O ShutUp10++ sounds nice and Pi-hole (other than the name) might be nice. But, due diligence dictates that you make reasonably certain that you have personally verified that all of what should be done has been done.
"all known opt-out telemetry from Microsoft"
Not all of that is made visible via the phrase "opt-out". Much of the common user's options out of Microsoft telemetry are not told to the common user by Microsoft.
There are some options that are made available by Microsoft, which are for administrators that should understand the consequences of activating those options. Most of these options have been around since Microsoft Windows NT 4.0, which was (and still is) very powerful and was (and still is) very stable and was (and still is) pre-meditatively anti-hacker. I have never witnessed an NT 4.0 server bank set up correctly that has ever been hacked in all the following years. Thus, there are some options, made available by Microsoft, which Microsoft does not openly advertise to the average and possibly clumsy user. Many are still there in current versions of Microsoft Windows. In the days of NT 4.0, a network administrator had the ability to totally stop all intrusions including Microsoft themselves and every last one of the alphabet agencies. I have seen it done. Unless a user has UEFI on their system, then I suspect that is still the case, but can not herein prove it to you.
The following should take care of the small amount of (Microsoft shown) "opt-out" and the large amount of the rest that you can option out of because Microsoft grants to administrators those further options.
Back up data via copy and paste, not using Microsoft's backup.
Format (NTFS) the hard drive or ss drive.
Start the computer with NO Windows install disk in it.
After BIOS has started, then input the install disk (not before).
From BIOS (and only from BIOS) install Windows.
A little levity: No UEFI. Ooops No wait what? But the bright light bulb that we are supposed to fly around says that we "want" to use UEFI! What? Then NO ONE (not even the alphabet agencies) will have UEFI access to read and change and add-to your computer for their [whatever] reasons.
Search the internet for how to manually input blocks to Microsoft (and others like some CPU companies and some video card companies) telemetry. Then do that.
That should get you about as close as you can get.
Catalog your steps for this, then write a stand-alone C++ program that does all of your work to adjust your (no longer owned due to currently being released as software-as-a-service) Microsoft Windows 11.
Publish the entire code here.
+++ I edited the wording of the previous for more clarity.
+++ Also, now in response to Community Bot response for more details.
@Community Bot, thank you for having an opinion. But your request for further clarity, to a large extent if not all, is in today's current environment not always a wise thing to do as it might be viewed as legally negative to point out directly so called, "telemetry" by an economically powerful corporation beyond what that corporation publicly proclaims to be "telemetry." I am not about to take that chance. Thus I reference the reader to "Search the internet for."
I shall supply two references. The wise man: (Someone from which I have learned). The King: (The Book of Isaiah, chapter 39: verses 1-7: from the King James Holy Bible). You did request specifics. I gave what I felt appropriate.