There is OpenSnitch [0] on Linux, but it us a bit clumsy to setup. I tried it once and didn't get far, but have it again on my todo list. Not aware of something else on Linux.
On Android there is NetGuard [1] which is awesome (not affiliated, just a happy customer).
On Android there is NetGuard [1] which is awesome (not affiliated, just a happy customer).
[0] https://github.com/evilsocket/opensnitch
[1] https://netguard.me/