VLAN for Thermostat?

I unfortunately HAD to get a stupid thermostat with wifi. can't even get one without it now. I'd much rather have it not hooked up but I may be forced to.

How can I put this on a VLAN and block all it's telemetry? It's a honeywell. Can i put it on my VLAN and then use mullvad DNS to block all the shit?

"They" are saying it has to be on wifi so it can see the outdoor temp to talk to the heat pump. Bullshit i say.