Application Firewall to control what app on your mac connects to the internet.
Lulu is free and opensource. Radiosilence and TripMode are two other very affordable alternative app firewalls that are simpler to use than Lulu. Little Snitch and HandsOff are more advanced with more features (and hence costlier).
If you like controlling what apps connect to the internet on your mac,think carefully before upgrading to macOS Big Sur. Apple has crippled application firewalls on macOS Big Sur, to specifically allow all Apple authorised software to bypass application firewalls and some VPNs, and connect to the internet whenever it wants even if you have blocked them on your firewall.
Update: Apple claimed that the issue with macOS Big Sur was a bug and it has been fixed now.