Originally Posted by d0gd3v
If your phone is rooted, it is easy possible, for example firewall in official play store Avast Mobile Security. No possibility without root.
You can still do it without root privileges.
Use LostNet Firewall.
It creates a fake VPN connection which intercepts all traffic and filters it based on your rules.
It allows to block some apps while on mobile.
You can also block some apps at all times.
You can block access to any country.
New features are released every week.
The next release will have 3 new ways of blocking networking traffic.