Using the parental controls and adding Nintendo's servers in a blacklist in the router settings is the safest way IMHO, problem with sites like OpenDNS is if your ISP has a dynamic IP, that and there's Tubehax, but I don't completely trust it, that's just me though.
Not true.MAC filtering is also an option but it cuts complete internet access to your Wii U.
Not true.
I use MAC filtering to ONLY block specific URLs. Nintendo's
So do IWell gee, that depends on the quality of your router firmware. Some people are using full blown custom firware like DD-WRT, and others are using the router provided by their ISP with barebones features.
TubeHax is safer because it works everywhere. If you rely on your router settings, but you take your Wii to somewhere else, those settings won't protect you anymore. Or someone resets the settings in your router on accident or purpose. What if you go on vacation, leave your Wii U at home, but your router breaks, and your roomates / family replace the router. The new one won't have your settings, and your Wii U might update on it's own. TubeHax protect you. There has not been a single case of TubeHax being used correctly and it failing.
A lot of people trust tubehax and blocking the nintendo servers. I used this with 3DS and still had an update get through so I don't personally trust them. The actual safest way is to do as someone else mentioned above, setup a server on an android device that has no internet access and connect to that so the Wii U has no connection to the internet at all.
]Better yet, just leave it in the store in the box.Unplugging your WiiU is 100% effective on blocking updates. Then use tubehax DNS to block servers. Just don't let anyone touch it.
http://wiiubrew.net/tutorials-and-guides/block-wiiu-updates/So how should i set up the tubehax and how to check if it is working correctly?