Why join the navy if you can be a pirate?
~ Steve Jobs
If you need top level privacy then it would be better to ditch Apple products completely and use operating systems recommended here. However, that's not something easy to do for an average user and Apple could be a decent balance between privacy and convenience. So, let's see how to harden iPhone and Mac for better privacy.
Just to say a few words on Apple Watch before we continue with iPhone and Mac. Some proud Apple Watch users might get insulted, but my real intention here is to point out how absurd and dangerous it is and make them ditch it.
I never understood, in the first place, why people are buying it, so I asked some colleagues and friends. Initially they are confused with the question, and then they say it's good to get notifications. Really? You need more notifications? I am usually trying to get rid of so many notifications, not to get more of them. So my conclusion is that people use it more like a jewelry and status symbol. What they don't understand is that it's not Patek Philippe, but electronic device, closer to your body than mobile phone, made to track you even more deeply. It tracks your ECG, hearth rate, noise, calories, menstrual cycle, glucose levels, location, movement, etc. All in the name of your health.
Let me tell you a story. Do you know there are some people with an idea to implant a chip in your body? Do your own research, this is a good place to start. Then more people with an idea to even enter your brain. It's easy to say this is science fiction, but if you do your own research and think with your head, it's easy to realize that it's not enough to track you via mobile phone, but those companies want to enter your body to gather more data and control you. It's not a theory, it's what is happening in front of your eyes. All in the name of health, safety and convenience. One more example. This movement is called transhumanism. Let me tell you — mobile phone is as close as technology will get to my body, with tendency to even ditch it completely at some point. Think about privacy!
Do yourself a favor and ditch Apple Watch and all other wearable technology.
Phone is not your best friend
Set alpha-numeric login password on both iPhone and Mac.
On both iPhone and Mac keep your OS and apps always up to date, to get security fixes as soon as they are available.
Turn on FileVault on your Mac to get your disk encrypted.
Camera, Mic and Biometrics
Turn off all biometrics like Face ID and Touch ID on both iPhone and Mac. Apple wants to learn constantly how you and your surrounding look and be sure who is using the device, no thank you. Old good password is perfectly fine.
Disable Siri and dictation, I don't like the idea of Apple learning how I speak.
Completely disable location services on both iPhone and Mac and use them for specific apps only when necessary, then turn it off again. Also disable Find My service on both devices.
Apple is developing contact tracing technology using Bluetooth beaconing for close-proximity tracking, so make sure to turn off Bluetooth completely on your iPhone and use it only when really needed, then turn it off again.
Whenever Wi-Fi is activated on a typical smartphone, the smartphone will transmit occasional signals that include the MAC address and thus let others nearby recognize that that particular device is present. This has been used for commercial tracking applications, for example to let shopkeepers determine statistics about how often particular customers visit and how long they spend in the shop. Turn Wi-Fi off whenever you don't use it.
Motion and Fitness
Disable Fitness Tracking on your iPhone under Privacy > Motion & Fitness. I am really not interested letting Apple know how many steps I climbed today.
Health and Home
Disable Health access for apps on your iPhone under Privacy > Health and erase your Medical data.
Beside your body, Apple wants to enter your home as well. Ditch all smart devices from your home and disable HomeKit under Privacy on your iPhone.
Analytics and Advertising
Disable everything under Privacy > Analytics & Improvements and Privacy > Advertising on your iPhone.
Learn about Virtual Private Network, install one and use it constantly on both your iPhone and Mac. I recommend ExpressVPN. They also have Firefox plugin. ISP won't be able to track your activity anymore, you will also be protected from DNS Leak and you will be able to use streaming services without restrictions. Here you can see other recommended VPN services.
Also consider using TOR.
Turn firewall on under Security & Privacy on your Mac.
Use Little Snitch — excellent tool for Mac to fine tune incoming / outgoing connections for each process. It will also give you a nice map to visualize all the connections your Mac is making with the outside world.
Install Antivirus on your Mac. Also, some corporate virtual private networks will require it. I recommend Bitdefender.
Turn off iCloud storage and use more secure Tresorit. Especially make sure to turn it off for photos. Use iCloud syncing just for apps that you really use, in my case Contacts, Notes and Calendar only. Double check your settings on both iPhone and Mac.
iMessage and FaceTime
Turn off iMessage and FaceTime on both iPhone and Mac and use excellent and secure Signal app.
If you went through UnGoogle process, you already know that you should use Firefox on your Mac and DuckDuckGo on your iPhone. Make sure to read that article.
Additionally, block all cookies in Safari's preferences, especially on iPhone, since it's not possible to change default browser on it, so some links will, by default, open in Safari.
Disable Spotlight and use Alfred on both iPhone and Mac.
You have to use keychain for your login, but use 1Password for everything else related to password management on both iPhone and Mac.
Choose wisely apps on your iPhone and Mac. Delete all of them you don't really need. Less is more secure. Double check all permissions apps have and make sure to give them absolute minimum needed for your use case.
It's impressive how Apple products are privacy invasive by default. Until we ditch Apple completely, we can at least harden privacy settings for their products.