Basically, yes, see uMatrix. It's not for non-web-devs, I feel, but if you can easily recognize unnecessary connections it works pretty well.
I don't know. I'm not a web dev (x), and I went from "dafuq?" to "I get it, this is so cool" in two minutes flat. Let's just say it sure helps if you're a technical person, not j. random user.
(x) but engineer/CS, tbh
edit: remove accidental markup
Certainly, it just can take more time to sift through the list of tens of domains and deciding to allow or ban each connection if you don't already know which connections tend to be needed and which are not.
Still, it's perfectly doable for anyone if you experiment a little, and it's done once per site, so the time needed for this shouldn't be an issue. It's just that people working with this stuff will have an easier time using uMatrix - which is what I really meant in my comment above :)
Right, and how is that supposed to happen in practice? Manually inspect every CDN domain loaded on every page that you visit? Or just live without scripts, images, fonts, video?