OpenSnitch prompts you when there's network activity. So if random app makes a telemetry call or something, you get the option to white/greylist that connection with granularity, like OK to make a connection to that address from this executable etc, or always OK to this address, and with duration options like once/for 15 seconds, until reboot etc. Once you get over the hurdle of whitelisting the apps you use and trust, it's actually pretty nice and gives you good insight into what your apps/games are doing you otherwise wouldn't have known about.
