Is there anything else I should be doing to manage bandwidth usage by this new version of Opera?
Clearing "Preload Discover contents" setting will prevent Opium 19+ from downloading the news articles on every startup.
A quick look at Off-Road reveals that it does not remove most advertising. You should use an advertisement filter, configured to also remove web junk, such as stat counters, behavioral trackers, and social buttons, apart from the actual graphic advertising. Just stating the obvious. Unlike old Opera 12, Opium doesn't include a Content Filter. An external solution like AdBlock Plus, Proxomitron or Privoxy, in place of Off-Road, is almost essential to use the modern web fast.
You could use one of these proxies, or a Packet Sniffer (advanced tool) to detect when the browser autonomously downloads data from the Internet, and track the amount of traffic. I don't believe Opium does anything sinister, aside from the Discover service. Such inspection will reveal how much excess there is on most webpages.