In a nutshell,
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Use wireshark
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See if theres any weird connections going on (i.e you visit pancakes.com and wireshark shows unrelatedsite.com making a request as well)
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Block unrelatedsite.com
"What about firewalls?"
Block from ports 1000 'till the very end (65565 if I'm not mistaken.) -- that is your "bread and butter" approach.
"W-what if I'm using a port past 1000?"
Nah, you (very likely) aren't and never will.
bemenu. Type stuff in popup, press enter, no confettis thrown on your face.