I want to buy a Roku for using with Jellyfin and YouTube. Any way to stop Roku's data collection?

Basically, title. Has anybody gotten Roku to work effectively behind a very restrictive firewall? I want to put it on its own network that has a firewall that blocks all outbound connections except to my Jellyfin server and YouTube (and DNS of course). Has anybody actually done this before and gotten it to work? What was your experience? Any tutorials that you found useful?

Alternatively, are there any more privacy-friendly devices that works well with Jellyfin?

Thanks

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