Any reason why you believe it would respect those rules? Note the one example where a rule was dynamically added to the firewall in the tweets listed here.
I was deeply tempted to setup a Windows 10 Enterprise machine at work, then have my OpenBSD firewall add any IP the W10 machines tries to get to a block list.
Comes in several formats: hosts, firewall, openwrt, dnscrypt. You can choose telemetry, update and extra. Has ip rules aswell as DNS rules.
I am actually thinking of writing a modular openwrt luci plugin to make it easy to add to your router as it is only effective on router level as other have mentioned here.
It's updated regularly, tested and one of the best lists out there, a clean copy and paste works into firewall rules as and there is nothing to install.
Happy user. MS probably really dislikes this because they are adding new domains serving the same function almost every update.