Block Telemetry Firewall Rules for Windows 10 is another way to block telemetry using firewall rules.
To use, extract all the files to a folder and run 'addrules.cmd.' To see what it changes you can double click and view 'rules.ps1.'
While many have been happy with improved speeds by using it, there is no backup, and there is no restore.
It's unlikely that standard methods of backup will help so if you want to back up your settings, here's how.
Go to Start, Settings, Network & Internet. Windows Firewall, Advanced Settings.
From the Action tab on the top navigation menu or the Action box on the right, choose Export Policy and name it and save it where you like. If this program does not work for you, simply follow these steps again, choose Import Policy and select the file you saved. See screenshot three below for reference.