There's plenty on the web about windows 10 telemetry. Additionally Microsoft is actually back porting some of these 'features' to Windows 8.1 and 7.
There's a constant tick of Microsoft locking things down and giving you less control with forced updates. In effect meaning you aren't in control of your own machine. As a recent example, Windows 10 Anniversary takes back control.
On windows 10 there are several guides online on how to turn off the majority of it. You cannot turn it all off - they do not let you. Moreover it is incredibly dull to have to go and make all these changes, and check them on multiple machines even if you can fix within the operating system.
So I've been looking for a way to block unwanted connections at the router. I have in the past flashed my router with OpenWRT. OpenWRT allows you to create, install, and update software that runs on your router. Your router effectively just becomes a linux box. I've installed software on it to perform dynamic DNS, as well as track overall network usage. It works pretty well. To install it is not very hard but not for the nontechnical/faint of heart, and only works on a limited set of router hardware.
Once you have that on your router, you can set up the firewall and dns to block windows telemetry. I came across this github project...
It has a variety of solutions and there may be one there that is more appropriate for your situation. Luckily for me it has the config files for openwrt.
To install is fairly straight forward if you are used to using a linux terminal. I logged into my OpenWRT router using putty (http://www.putty.org/). Typically your router is located at 192.168.1.1 IP address, but that depends how you set up OpenWRT. Login as root, with the password you have set up on OpenWRT. Once logged in...
% cd /etc
Backup the old files...
% cp dnsmasq.conf dnsmasq.conf.old % cp firewall.user firewall.user.old % vi dnsmasq.con
Press the i key (to put vi in insert mode) copy the contents of the dsmasq.conf file you downloaded from github by selecting the contents and pressing CTRL-C Click on the putty window with the left mouse button and then press the right mouse button - the contents of the clipboard should appear Press return Press CTRL and '[' Type wq and press return to write the file (or just q if you messed up)
Do the same as above with the firewall.user file
If the vi/putty stuff seems a little obtuse, you could also just upload the files using scp. Just go to 192.168.1.1 and give, root and password and set where you want the files to upload to (WinSCP is a reasonable free windows SCP client).
Now reboot the router (by going into OpenWRT user interface (point browser to http://192.168.1.1) you should get a login page. Login, then click 'System' tab, and then 'Reboot' and finally click 'Perform Reboot'.
After rebooting you can test by pinging the domains off the dsmasq.conf list (say aidps.atdmt.com). You typically don't get a response but ping will bring up an IP address if it can reach it - if the change worked ping will not resolve to an ip address. Testing the firewall you can use traceroute 188.8.131.52 (one I just selected from the firewall.user list). It should not be able to reach past the router.