The obvious way is usually enough: check through the addon's settings to see if there's an option to disable it. Eg, under Ghostery's hamburger-menu is a 'Support Ghostery' setting section, with three different boxes for enabling or disabling phone-home behaviour. Besides that, you can glance at the user reviews on the Mozilla add-on download page, on Reddit, the top few Google results, and so on. It also helps to be careful about where you look for privacy addon suggestions in the first place.