It's also benificial to have some form of antivirus and/or firewall installed on the POC to ensure it's own safety however the Windows Firewall will often do just fine as long as you're not installing a bunch of additional software & services that may create new vulnerabilities.
There are programs like SMAC available for Windows that allow you to "spoof" the MAC address of your network interface to remain anonymous on parent networks when applicable. This isn't really required for the average user.
Something that may be more useful to the average application is to make use of a VPN client to encrypt the data between your POC and the internet.
By establishing and sharing a VPN connection you are creating a tunnel for any devices connecting through your POC to by encrypted without any configuration - all or just part of the time.
There are programs available such as Wire Shark that you can install on the POC to monitor and even log any traffic that passes through your POC.