I use Pi Hole to do this, and there’s a Hassio Addon for it!!
Once you’ve it set up, you can block Xiaomi links with this command:
pihole -b api.ad.xiaomi.com api.admob.xiaomi.com api.d.xiaomi.com a.stat.xiaomi.com tracking.miui.com cdn.ad.xiaomi.com data.mistat.xiaomi.com e.ad.xiaomi.com globalapi.ad.xiaomi.com new.api.ad.xiaomi.com sdkconfig.ad.xiaomi.com ssp.ad.xiaomi.com test.ad.xiaomi.com test.e.ad.xiaomi.com test.new.api.ad.xiaomi.com cc.sys.intl.xiaomi.com cc.sys.miui.com ccc.sys.miui.com ccc.sys.intl.xiaomi.com data.mistat.intl.xiaomi.com adv.sec.miui.com geofence.sys.miui.com abtest.mistat.xiaomi.com logupdate.avlyun.sec.miui.com mazu.sec.miui.com feedback.miui.com data.sec.miui.com data.mistat.intl.xiaomi.com
from:
Quite a few hits are blocked per day, all the devices work perfectly nonetheless 