Spotify with RethinkDNS

Hello everybody.
I an using Spotify as my main music app on my android phone. I am interested in protecting my data and Spotify is the last proprietary app left and I am not able/willing to exchange at the time being.

I use RethinkDNS and now need some help or advice how to configure it properly to only allow connections really needed to hear music. Been tinkering by myself for some time but always ended up being frustrated cause it won’t work as wanted.

If there is someone with experience on that topic any help would be really appreciated.

Thanks in advance