I used Little Snitch on Mac a few years ago and liked it, though I wasn't a fan of how (necessarily) deep it had to be in the OS to work. It felt like one of those things where, the moment you have any kind of network connectivity issue, it's the first thing you need to disable to troubleshoot because it's the weirdest thing you're doing. I guess what I'd really like is a middleware box or something that I could put…
Long story you didn't ask for. Like I said, I haven't used Little Snitch in a while. I'll give this a whirl this weekend. What I have done over the past few years is run AdGuard Home on a min home server. This has helped keep ads undercontrol in our hoursehold and I have an easy "turn off adguard for 10 mins" in homeassistant for the wife so she can do some shopping online since it can occasionally break some sites, but overall they tolerate adguard and think it's a good middle ground. I have a few block lists, nothing too crazy or strict to avoid breaking most sites. On the desktops/laptops, they all run FireFox w uBlock origin.