Ooooo nice, I've been using Little Snitch for MacOS lately--it's been shocking how many things phone home, especially development tools. I installed Redhat's YAML extension for VS Code, and it was immediately trying to send a message home.
Also there's OpenSnitch for Linux, available here:
https://github.com/evilsocket/opensnitch
I don't use it all the time but it is occasionally useful (or just satisfies my curiosity about what's phoning home)