It looks like there's an app on F-Droid called "Rethink" that promises to do both firewalling, DNS blocking, and offers a WireGuard VPN. That seems promising, though I must add that I haven't tested it myself.
On the other hand, the functionality is top notch. Easily the best integration of consumer level DNS + firewall blocking in any application on any platform. Just block everything of an application by default and then watch the connection logs for the app and start unblocking stuff via ips, domains or wildcards until the app starts working again.