I don't trust these tools as any Windows Update can override the setting, or Microsoft can add a new "feature" and continue collecting telemetry data from that. For example; Disk Space Cleanup (cleanmgr.exe) tool has been trying to connect to internet since last year's Windows 20H2 updates. I use Binisoft's Windows Firewall Control (wfc)[0], set level to Moderate and check logs regularly. There is also simplewall tool [1] which has predefined Windows list to block.
[0] binisoft.org/wfc