This is solvable to some degree but requires varying degrees of new complexity depending how smooth of a user experience you’re aiming for.
Long story you didn't ask for. Like I said, I haven't used Little Snitch in a while. I'll give this a whirl this weekend. What I have done over the past few years is run AdGuard Home on a min home server. This has helped keep ads undercontrol in our hoursehold and I have an easy "turn off adguard for 10 mins" in homeassistant for the wife so she can do some shopping online since it can occasionally break some sites, but overall they tolerate adguard and think it's a good middle ground. I have a few block lists, nothing too crazy or strict to avoid breaking most sites. On the desktops/laptops, they all run FireFox w uBlock origin.
I guess what I'd really like is a middleware box or something that I could put on my home network, but would then still give the same user experience as the normal app. I don't want to have to log into some web interface and manually add firewall rules after I find something not working. I like the pop-ups that tell you exactly when you're trying to do something that is blocked, and allow you to either add a rule or not.
I'm probably straddling some gray area between consumer-focused and enterprise-focused feature sets, but it would be neat.