I was on retiree health insurance , not the ACA, but I simply canceled it when I left. I e xpect it is the same with the ACA compliant policies.
I think the ACA individual mandate tax penalty has been canceled now, but in my case I needed to have been out of the US for 330 days before filing my US taxes to avoid the tax penalty.
ETA
The mandate is still in effect for 2018, but not tax year 2019.