Have a look at OpenSnitch: https://github.com/evilsocket/opensnitch

Never used it myself, only remembering it from my thesis days about essentially the same topic. I see they made the jump away from Python to Go and I'm also somewhat surprised the project is not only still active, but appears to have matured nicely. Guess I'll have to check it out now!

Here's the initial HN discussion of OpenSnitch from 5 years ago: https://news.ycombinator.com/item?id=14245270