This does not seem to work. Onebox favicons and preview images still get fetched from the remote server which allows that server to track which user opens threads and under GDPR would require the forum operator to disclose to users each individual linked page on their platform.
Also I’m unsure if there is a way to retroactively apply those as the setting which disables Onebox (setting the limit to 0) also does not seem to work across the whole board.