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 your options out of Microsoft telemetry are not told to you by Microsoft.
The following should take care of a of the small amount of (Microsoft shown) "opt-out" and the large amount of the rest that you can option out of.
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 Intel) 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.
+++ Edit
@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. I am not about to take that chance. Thus I reference the reader to "Search the internet for."