Petition your EU lawmakers and make your browser reject cookies from all sites that are not on your whitelist. I used to do that and it worked pretty well, but

Petition your EU lawmakers and make your browser reject cookies from all sites that are not on your whitelist. I used to do that and it worked pretty well, but now it's impossible thanks to those dialogs. Blocking third party cookies still works, since it only breaks a small portion of the websites I visit. Blocking cookies won't really stop the surveillance by the way. It stops only one way of tracking you.