Little Snitch has been around a long time and is considered the "Best in Class" app for this function on the Mac.
For those skilled in UNIX, it is possible to do these functions from the built-in utilities without purchasing additional software. But they are a pretty nerdy set of tools. I'm a programmer and can use those tools but prefer Little Snitch just for ease of use. I'd have to be REALLY broke to torture myself with command line firewall micro-management.
I don't have any relationship with Objective Software other than a happy customer.
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