Legally? No idea. What might be adequate protection in the country your instance is hosted, is probably unenforceable in another country where a federated instance might be.
Technically, you could try by using your own, self hosted instance, and not federating with others, so they won’t be able to scrape your content as easily.
But realistically speaking, your comments are possibly more likely to be scraped on Lemmy, since it’s so much more open for bots, and your content is replicated to much more servers, not all of which may have noble intents.