Following is a quick exercise in configuring Windows firewall to block certain protocols:

# Disable Ping Outbound
New-NetFirewallRule -DisplayName "Block Outbound ICMPv4" -Direction Outbound -Protocol ICMPv4 -IcmpType 8 -Action Block

# New-NetFirewallRule -DisplayName "Block Outbound ICMPv6" -Direction Outbound -Protocol ICMPv6 -IcmpType 8 -Action Block
# Reverse the change
netsh advfirewall firewall delete rule name="Block Outbound ICMPv4"

# netsh advfirewall firewall delete rule name="Block Outbound ICMPv6"