Running as much open-sourced privacy oriented software as possible. This includes on computers, routers, and phones. While this is 100% a marathon, not just a quick change, it's well worth the time. Utilizing an encrypted DNS would be another solid move. NextDNS is a fantastic choice as it has a free option which still provides granular control of what is filtered online. A trusted VPN mixing your internet traffic with others is great, but like you said, it's not a magic bullet whatsoever.