Hi @IBN
You can do this via PnP PowerShell:
#Parameters
$TenantAdminURL = "https://yourwebsite.sharepoint.com"
#Connect to PnP Online
Connect-PnPOnline -Url $TenantAdminURL -Interactive
#Disable Add Shortcut to OneDrive
Set-PnPTenant -DisableAddToOneDrive $True
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If this is helpful please accept answer.