netfilter is the underlying kernel infrastructure, that's used e.g. by iptables to set rules for packets. From this https://github.com/evilsocket/opensnitch/blob/master/opensni..., it looks like OpenSnitch uses iptables to set rules so that the kernel delivers outgoing packets that don't belong to an existing connection to a queue. It then can use said queue to only intercept those packets – if it lets them pass, a connection will be created and further packets will not be passed to/handled by OpenSnitch. It touches the first packet of each outgoing connection, but not all traffic.