We have three TCL Roku TV’s, and while they’re all blocked now, they were responsible for about 98% of the requests on our network according to Pi Hole. Now they’re blocked at the router level as well because it’s hard to trust them at all. Pi Hole doesn’t block them by default, but the endless requests to Roku domains are easy to blacklist.
Google Pi Hole, it's mostly for ads and trackers, but someone probably has a list of "call home" domains, or you can add your own domains/hostnames that you want blocked
I believe the blocker just uses a dns server that returns a local IP address for bad domains that serve up a single pixel transparent in place of the ad, so there's a solution on pretty much every platform.
Pi-Hole has a nice GUI, but if you already have openwrt, dd-wrt or pfsense, you can likely just install packages.
DD-WRT would probably let you block domains. Pi-hole might be useful too. To be effective, you need your black or white listing to be device specific, so that you can block your smart TV in whatever way you want to without affecting other devices.