this has been discussed a little off the thread. The lists cannot be used without further modification. As a very first and very simple counter measure against tracking I recommend to add an HTTP Header "DNT: 1" which is pretty much the browser option "Do not Track". This can be enforced on the proxy for all destinations, of only for destinations you suspect tracking, such as social media, shopping, advertising, etc.
The header basically tells a website to not track you, but this is not an enforcement. To enforce not being tracked it would be helpful to block hosts known for tracking. It would be possible to put in some efforts and setup our own TPL. Is there some more interest in this topic by other customers? Please give me some feedback :-)