LuLu is the free, shared-source macOS firewall that aims to block unknown outgoing connections unless explicitly approved by the user. Any unknown outgoing connections, until approved by the user, are blocked by default. While it was designed to generically detect malware by flagging unauthorized networking connections, LuLu can also be used to block OS components or 3rd-party applications from transmitting information to remote servers. And, as you can find going deep, it’s particularly useful with the new M1 Macs.
In today’s connected world, it is rare to find an application or piece of malware that doesn’t communicate with a remote server, so a piece of software like LuLu is extremely useful in the everyday life with your PC, ehm… pardon… Mac.
How to install LuLu and how to make it working in the right way
To install LuLu, first, download the disk archive containing the application. Then double-click LuLu.dmg and drag LuLu.app into the Applications folder: 
If you’re upgrading LuLu and receive a “LuLu.app is in use” error message, exit the currently running instance of LuLu (via “Quit LuLu” in the status bar menu). After copying LuLu.app to the Applications folder, launch it to continue its installation. On a fresh install, LuLu will walk you thru various installation steps, the most important being the manual approval of its System Extension and Network Filter. Once LuLu is installed, it will be running and set to automatically start each time you log in. It will appear in the status bar unless configured otherwise.
For advanced users, to configure LuLu alerts, rules, and behaviors, you can find everything you need in the official guide at https://objective-see.com/products/lulu.html. LuLu can also be configured via its preferences pane.
To open this pane, either in the main LuLu application (/Applications/LuLu.app), or via LuLu‘s status bar menu, click on ‘Preferences…’ .
The preference pane has three tabs: rules, mode, and update. Just make your tries because all is very self-explanatory. Again, if you need more detailed instructions, you can go to the official user guide.
Why do you need LuLu?
Because Apple’s built-in firewall only blocks incoming connections. LuLu is designed to detect and block outgoing connections, such as those generated by malware when the malware attempts to connect to it’s command & control server for tasking, or exfiltrates data.
Where can I download LuLu from?
From here (https://bitbucket.org/objective-see/deploy/downloads/LuLu_2.1.0.dmg) or directly from the official website linked at the bottom.
Objective-See – LuLu – The free, open-source firewall that aims to block unknown outgoing connections, protecting your privacy and your Mac – https://objective-see.com/products/lulu.html