The first thing you should do when you buy a Xiaomi phone is install a custom ROM. AFAIK, there's no way to block the Internet access from the system apps without setting up DNS-based blocking in your Wi-Fi router since MIUI is known to bypass in-device blocking mechanisms which may include VPN-, DNS- and UID-based blocking. System apps can also bypass typical Android app states such as force-stopped, disabled, suspended and hidden states. This is why you may see contradictory reports in the App Details page such as force-stopped or disabled system apps running in the background.
(From the discussion on Matrix)