[DerekBickerton]

Glasswire[0] is good too, albeit it's commercial/paid software. It has a good Android app and allows me to block malicious/privacy-invasive outbound connections from various apps.

[0] https://www.glasswire.com/

[ignoramous]

The founders seem to have sold Glasswire / SecureMix to some Italian firm: https://archive.is/tQLfK

[16bitvoid]

There's also Portmaster[0], which is open-source and supports both Windows and Linux.

0: https://safing.io/

[stoicjumbotron]

Looks really neat! Thanks for posting it