Dont use their launcher tooI have a xiaomi device, first rule is to stop using their native apps (file explorer, mipay, video, music, browser, themes...etc).
Secondly uninstall any xiaomi apps if possible, some are uninstallable, just uninstall their updates.
Third disable all automatic updates, don't update any xiaomi apps, only update standalone apps from google play, manually.
You could use "no root firewall", if you want more control over which apps should access internet.
This way you'll face less ads and spam.