First, Mikrotik routers with the latest RouterOS and firmware appear already very private and have a high security potential. The default is nothing available on the WAN and no responses except to pings. Even penetration tools like nmap will find no WAN leaks with all conventional scans.
If your router is Internet facing, I recommend disabling the default ICMP accept IP Firewall Filter rule. This disables you responding to pings, which should be completely unnecessary on the Internet for almost any possible situation. They must leave that rule in place by default because most business routers are placed facing a non-Internet network.
Second, there is already the Mikrotik Securing Your Router wiki page
for both security tips and further hardening, though it is not updated with the latest commands for the current RouterOS (6.41.3), if you literally type them all out manually. It is easier to use the interface.
Some hardening settings that are missing or not up to date:
/tool romon set enabled=no
/tool bandwidth-server set enabled=no
/ip neigbhor discovery-settings set discovery-interface-list=none
Much of the same information is available here
Also, be careful where you keep your router backups. Like many devices and computer files that can store user information, they must be treated with some respect and kept somewhere secure.
Once you follow those instructions - which include basic instructions like disabling all services and interfaces you do not use (best is to leave only ssh or/and winbox available), different admin account + strong password - you are far more secure and private than the overwhelming majority of all
router installations, both externally and internally.
Keep the router up to date and with the additional huge set of features these routers support well beyond consumer routers, including VLANs, you can make yourself as or even more secure than many entire businesses. You just have to be willing to put a little work in and find the information you need - after all, these devices are sold to networking professionals.