I'd like to throw NetGuard (Pro version) into the round. The app uses the VPN interface and works like a kind of firewall. You can then fine-grain block or allow all connections that the app sets up. The best way to do this is to use the whitelist principle. First block all the app's connections and then only allow the connections that are really necessary for the app to work. That way, you can block trackers.
Note, however, that this method requires a lot of patience and effort.