What is the point of doing this as opposed to just skipping that step? Does it keep nagging you? Or are certain features disabled if you don't connect?
I don't own a Smart TV, but without this step I'd be very suspicious that the TV would silently try to connect to open wifi networks, or perhaps some kind of hotspot like xfinity or AT&T that the manufacturer made an agreement with.
I would skip the VLAN step and just block communication from the TV to the internet. That way you could still access media on other devices on your lan via DLNA or something