If by any reason you need/want to use Dillo which is nice application, there are few things which you can do to increase your privacy.
cookiesrc config file
I just put DEFAULT DENY. Cookies are useful mainly when you need to log in to corpo site which will not work under Dillo. Thus, there is no point to store them as they are hook for snooping.
domainrc config file
Again - default deny. Dillo provides some domains to be blocked exclusively, but sites are screwed up so much (due to no JS and partial only HTML5) that you will not see a difference when 3rd party requests will be blocked.
dillorc config file
There are few things which can be changed:
(1) search_url - add at least SearXNG, LibreY or 4get.
(2) http_language - put "en", "en-US", "en-US,en;q=0.5" - this might help if you fake location by connecting through tor or VPN.
(3) http_user_agent - default is "Dillo (and current version)" which stands out like oasis on desert, change to something more frequent like Chrome or Firefox.
(4) http_force_https - set to YES
