Change the gateway on the Windows 10 install computer (or "default route" as another commenter calls it) to a computer _you_ control, i.e., a UNIX install, that can do IP forwarding. Turn on IP forwarding. Connect the UNIX install to the internet.
Also change your default DNS servers on the Windows 10 install to point to the UNIX install. If you know how, set up DNS on this computer. I recommend using your own cache listening on 127.0.0.x, not a public one.
Then monitor traffic being forwarded by the UNIX install.
This is not difficult for anyone familiar with UNIX. Plenty of good and bad software to help you.
Do people need instructions? If there is interest in blocking this nonsense I for one would be willing to help.
There are a lot more Windows users than Apple users so this is fun to watch how the Windows users react to the incessant connections to the mothership, which is par for the course with Apple products. Would love to see the stats on how much cumulative user-purchased bandwidth Apple and Microsoft are usurping in order to track the people who have to pay for it.
If you want to block this nonsense, then the easiest way to do it is from another computer acting as a gateway.
Trying to block these connections from the computer on which Windows 10 has been installed will probably be an exercise in frustration for most users and they will give up. (Most Apple users do not know or care so they do not try to block.) I am sure that Microsoft is counting on their users acting like Apple users.