The only realtime active firewall I can find for Android is NetGuard, but because of the way Android works it uses a VPN connection.
I guess what I am saying is that running an active firewall 24/7 on an Android device isn't practical for most people, and blocking connections at the router level only works until you leave home, unless you set up your phone to automatically VPN back to your house when your phone disconnects from your home wi-fi.
But yeah, FUTO and Heliboard are both excellent!