The purpose of Win Spy is to spy thus M$py are in a desperate fight with us to prevent us from blocking their spying. Thus, the best way to do it is by blocking those IP's in your router anyway, that way they're hardware blocked.
Another method is by installing pfSense in a virtual machine and placing it between your NIC and Windows, thus forcing your OS to go through the firewall first and blocking all those IP's that way.
The second method isn't easy or at least I haven't been able to get it to work.
What if you ran a virtual machine on your host Windows 10 machine such as a Linux or Windows 7 guest? That way Windows 10 would not be able to use telemetry or any of it's other features to spy on your browsing habits? Also say if Windows was infected with malware, your guest Linux OS would be safe from hackers for the most part.