For that can't you use Private DNS / Encrypted DNS pointing to a PiHole or nextdns etc? My memory is that iOS you have to change the DNS settings for each network which is sort of a headache, but one-time at least.
that only works for network requests that use dns. some (including a number of apple & google services) go directly to an ip address, which is why a firewall like little snitch is still valuable beyond dns-based blockers like pihole, nextdns, and adguard (this is what i use on ios). you used to be able to install an application firewall on jailbroken iphones, but i don't think that's an option any more.
on macos, i used to use hands off! from one periodic (and before that, metakine), but they've since disappeared. i now use lulu with pf firewall via murus lite as a backup, but may switch to little snitch again (used to have a license but was unable to upgrade it so switched to hands off! via a promo) for the better UX.
