Thankfully, I figured out how to block it at the router level
I have the Asus RT-AC66U router. If you can install the Merlin firmware on your Asus router or if you can install DD-WRT on your router, you can block all this tracking at the router by modifying the DNSMASQ settings. I didn't install DD-WRT on my Asus router, but the Merlin firmware still lets you modify the DNSMASQ. It is a lot easier with DD-WRT, but install it can be a chore.
The short version is I used a SSH shell to connect to the router, went to the /jffs/configs/ folder, used the Linux command cat > dnsmasq.conf.add and finally just copied and pasted all the commands for every bad Windows domain name (i.e. address=/a.ads1.msn.com/0.0.0.0). The DNSMASQ domain names are available on many sites, such https://github.com/WindowsLies/BlockWindows. After a router restart, no computer on my network can connect to any of these tracking websites.