Okay, so first stop panicking. Just because a device creates an ad-hoc WiFi network doesn't mean it's sending any data anywhere. Unless you provided these devices with an explicit gateway to the Internet, it's all just connecting up inside your apartment. No data is going anywhere. Also try re-examining your extreme paranoia standpoint, people aren't out to get you.
(ADD: There most likely ARE people out to get you, say the DEA... but if you aren't either an idiot or a drug millionaire, then they don't know about you specifically, and it's unlikely that they will learn of you from your fridge.)Once you're done, you have two options. If you aren't tech-savvy, and really don't want this (though what difference does it make - you already have a bunch of internet-enabled crap if I read you right), post your fridge on Craigslist, sell it, buy a cheaper dumb one and be happy about making some free money.
The other option is to start browsing the web. You have no reason to go on the "dark web" for something like this, there is plenty of IoT firmware hacking info on the "light web" as well. People convert these things to play Super Mario World and similar, for fun.
Attempting to modify the hardware is just plain dumb. You're throwing money away, essentially, and the fridge may stop functioning altogether - there is the possibility the same system-on-chip manages the actual refrigeration stuff as the "smart" stuff.
Do you believe in the THIRD SUMMER OF LOVE?