Found the following list of the sites to block to thwart Microsoft attempts to get extra nosey with Windows 10.
Simply add them to the blocklist in router and it will hopefully go some way towards aleviating some of people's concerns or use your hosts file and define each with an IP address of 0.0.0.0.
Found the list on astaro.org which the community site for Sophos products such as there UTM software and hardware.
vortex.data.microsoft.com
vortex-win.data.microsoft.com
telecommand.telemetry.microsoft.com
telecommand.telemetry.microsoft.com.nsatc.net
oca.telemetry.microsoft.com
oca.telemetry.microsoft.com.nsatc.net
sqm.telemetry.microsoft.com
sqm.telemetry.microsoft.com.nsatc.net
watson.telemetry.microsoft.com
watson.telemetry.microsoft.com.nsatc.net
redir.metaservices.microsoft.com
choice.microsoft.com
choice.microsoft.com.nsatc.net
df.telemetry.microsoft.com
reports.wes.df.telemetry.microsoft.com
wes.df.telemetry.microsoft.com
services.wes.df.telemetry.microsoft.com
sqm.df.telemetry.microsoft.com
telemetry.microsoft.com
watson.ppe.telemetry.microsoft.com
telemetry.appex.bing.net
telemetry.urs.microsoft.com
telemetry.appex.bing.net:443
settings-sandbox.data.microsoft.com
vortex-sandbox.data.microsoft.com
survey.watson.microsoft.com
watson.live.com
watson.microsoft.com
statsfe2.ws.microsoft.com
corpext.msitadfs.glbdns2.microsoft.com
compatexchange.cloudapp.net
cs1.wpc.v0cdn.net
a-0001.a-msedge.net
statsfe2.update.microsoft.com.akadns.net
sls.update.microsoft.com.akadns.net
fe2.update.microsoft.com.akadns.net
diagnostics.support.microsoft.com
corp.sts.microsoft.com
statsfe1.ws.microsoft.com
pre.footprintpredict.com
i1.services.social.microsoft.com
i1.services.social.microsoft.com.nsatc.net
feedback.windows.com
feedback.microsoft-hohm.com
feedback.search.microsoft.com
rad.msn.com
preview.msn.com
ad.doubleclick.net
ads.msn.com
ads1.msads.net
ads1.msn.com
a.ads1.msn.com
a.ads2.msn.com
adnexus.net
adnxs.com
aidps.atdmt.com
apps.skype.com
az361816.vo.msecnd.net
az512334.vo.msecnd.net
a.rad.msn.com
a.ads2.msads.net
ac3.msn.com
aka-cdn-ns.adtech.de
b.rad.msn.com
b.ads2.msads.net
b.ads1.msn.com
bs.serving-sys.com
c.msn.com
cdn.atdmt.com
cds26.ams9.msecn.net
c.atdmt.com
db3aqu.atdmt.com
ec.atdmt.com
flex.msn.com
g.msn.com
h1.msn.com
live.rads.msn.com
msntest.serving-sys.com
m.adnxs.com
m.hotmail.com
pricelist.skype.com
rad.live.com
secure.flashtalking.com
static.2mdn.net
s.gateway.messenger.live.com
secure.adnxs.com
sO.2mdn.net
ui.skype.com
www.msftncsi.com
msftncsi.com
view.atdmt.com
msnbot-65-55-108-23.search.msn.com
settings-win.data.microsoft.com
schemas.microsoft.akadns.net
a-0001.a-msedge.net
a-0002.a-msedge.net
a-0003.a-msedge.net
a-0004.a-msedge.net
a-0005.a-msedge.net
a-0006.a-msedge.net
a-0007.a-msedge.net
a-0008.a-msedge.net
a-0009.a-msedge.net
msedge.net
a-msedge.net
lb1.
www.ms.akadns.net
pre.footprintpredict.com
vortex-bn2.metron.live.com.nsatc.net
vortex-cy2.metron.live.com.nsatc.net