See also: Patrick Wardle's excellent (and free) Lulu firewall: https://objective-see.org/products/lulu.html. He has a bunch of other excellent macOS security tools:

Rei Key - identify keyloggers: https://objective-see.org/products/reikey.html

Block Block - get an alert before an auto-start program gets registered: https://objective-see.org/products/blockblock.html

Oversight - identify when the mic or camera is active on your mac - https://objective-see.org/products/oversight.html

Ransomwhere - detect and block ransomware: https://objective-see.org/products/ransomwhere.html