Without using an extension like NoScript (which does exactly what you want) the best idea I have for you is go into your hosts.txt file and block the individual domains you want to block one by one. I don't know of any way to just blanket block all third party connections.
Plus, as a NoScript user, I can tell you from experience that a very large number of the sites you visit will be unusable without at least some of those 3rd party connections. The "cdn" in your cdn.blabla.com example stands for Content Delivery Network. If you block that domain, then the web page will not show any content from that network, which may well include the text, images, or video you want to see there.