Jan, you might want to continue the discussion here: http://talk.maemo.org/showthread.php?t=42912
The dataplan monitor is using a low-level mechanism that can see all traffic.
There's no specific way to disable DUN. For bluetooth you can obviously disable bluetooth or uninstall this package. From an xterm you can (as root) use "start/stop bluetooth-dun". For USB, there's no way to control it once you connect in PC Suite mode.

Thanks Philip! Works great! You're a good man!