Does GrapheneOS actually backup all app data? My understanding was that Graphene uses seedvault, which is subject to the same limitations (i.e. a developer can prevent backups of app data).
I personally use adaway. I used to have a VPN slot ad blocker before, but it kept getting killed, and I just generally notice it much more. With Adaway, no VPN slot is used, and I don't even notice it's there. I could deal with the VPN slot ad blocker in the worst case scenario, but it just makes things easier for me.
For blocking internet access, I'm pretty sure there's a an xposed module for that.
Mind you, there's one glaring problem for me with graphene: it isn't available for my phone, and apart from the usual android nonsense, I quite like it and don't want to give it up.