WiFi is easiest to break - change the password and don't tell your thermostat so it's off the network. But I wouldn't be surprised if it loses the network it will go into jerk mode and not let you cool.
Or.... Put the thermostat on a shelf and install a regular one. Let the disconnected unit talk to the utility company all it wants.
“How are these thermostats connected to the utility?”
Doesn’t matter because the utility company owns the thermostats and I’m sure if you break the connection for any significant amount of time, they will simply cease to function. These people signed up for allowing the utility company to control their thermostats and they are getting what they agreed to.