I know my answer will sound flippant and I apologize in advance. If I didn't want anyone to collect any information about me for any purposes I would only feel safe having gone 'off grid'.
Buying my shopping or other stuff or browsing YouTube, Google or other sites I fancy using for whatever reason leaves a trail, I am a modern digital slug, but as long as my financial dealings are just that of an average Joe I'm not particularly bothered.
My feeling of security comes from running my devices behind a router and keeping firewalls up and running, Little Snitch for me just sits and keeps an electronic eye out for unauthorised outgoing connections. I know what applications I have running and unless they need access to the internet they are denied. So basically, for me apart from OSX processes, it is Chrome, Firefox, Apple Mail App, some iCloud syncing, nothing else should need connections.
I also don't get into the minutia of OSX processes, perhaps I should, but so far I've gone many years allowing the OS default processes access (all to Apple addresses/servers) without issue, I'm probably stupid to allow so much access and there will no doubt be a first time nasty things happen, I'll think again if that happens.
Occasionally I will reset Little Snitch to a new clean factory profile and reset access permissions as they pop up, just incase, I check where they want to go each time. Hope this helps if nothing else to bump your post up a little.