Little Snitch for phone?

For Android: XPrivacy will alert you when apps attempt any type of network access and allows you to whitelist or blacklist specific hostnames or wildcards.

That isn't it's main/only function though. From their github page: "XPrivacy can prevent applications from leaking privacy-sensitive data by restricting the categories of data an application can access."

It is a module for the Xposed framework, and requires root.

http://repo.xposed.info/module/biz.bokhorst.xprivacy

https://github.com/M66B/XPrivacy

You can use most of the ones you use for Mac, but you have to set up a proxy so that the device traffic goes to your computer. Charles supports this directly.

http://www.charlesproxy.com/documentation/faqs/using-charles...

That's an (outbound) firewall for those not familiar with Little Snitch

Not for iOS (unless jailbroken)

Android probably has something, would need root though.