Next step is to download Lockdown, open source and on device firewall. It also offers a VPN with an in-app purchase (kinda confusing when you are setting it up), but for free you get the firewall only. Easy to enable and block known ad-trackers (including FB sdk and Google Ads). Highly recommend. It's also made by ex Apple engineers, in case that helps for building trustworthiness.
https://apps.apple.com/us/app/lockdown-apps/id1469783711
https://github.com/confirmedcode/lockdown-ios