I used to set up my own VPN server. As I don't trust the firmware (that was trying to send the data to the manufacturer) I have implemented a whitelist-based pr

I used to set up my own VPN server. As I don't trust the firmware (that was trying to send the data to the manufacturer) I have implemented a whitelist-based proxy that would allow connecting only to approved sites. Pretty inconvenient to be honest because sites often pull content from many domains including numerous CDNs with long meaningless host names. A web version of Skype uses some 20 domains if I remember correctly.