As far as I know, there isn't a great solution for filtering out links on all pages. You could add sites to uBlock Origin, but you still have to click the link before you figure out it's a blacklisted site. I made a FF plugin for myself that hides links to sites I don't care to ever visit. Technically, it applies css to elements matching regular expressions. So far I've only used it to apply "visibility: hidden" to elements containing a small, but growing, list of domains. It's not perfect, it's not even really good, but I've been happy with it for a few years. If you're interested in trying it, I had to publish it to Add-on page to make it usable (I hate that Mozilla doesn't let us conveniently run any add-on from a local code base), it's called "ssure". It recently started working on FF mobile too, but it's a bit of a pain to configure there.