What about MacOS?
There's no such configurable firewall on iOS or Android so you just have to trust that the system VPN interface is watertight.
https://news.ycombinator.com/item?id=24838816
https://news.ycombinator.com/item?id=25109724
(this was reverted after backlash)
There is some pseudo netdev being used for tunneling into Apple Network infrastructure and they are blockable.