Our Android TV (Sony) has an option to basically make it a dumb TV. Not sure whether that still exists. We use that + simply don't plug a network cable or set up WiFi. As long as they don't add cellular modems, this works.
An Apple TV would be the best for privacy you can easily use but not perfect. Don't use streaming services. Torrenting with a VPN would share the least data but Nuvio/Stremio wouldn't share much with adtech. Can't use those on an Apple TV without sideloading :(