I've been using NoRoot Firewall [1] for blocking access to the internet on a per-app basis and haven't had any issues with it.

[1] https://play.google.com/store/apps/details?id=app.greyshirts...

That looks really good, thanks!

I assume it works as a proxy?

I think AFWAll[1] is what you're looking for, at least the closest I know.

[1] https://github.com/ukanth/afwall

I think this is not possible by design (every app can go online). Adguard (which is an adblocker, runs without root) is installing a local VPN where you can add rules but I think (but not sure) you cannot distinguish between which program makes this request. So with this local VPN approach you can block certain domains/IPs with rules system wide.

oh maybe you have luck. Just found this: mobiwol http://android.stackexchange.com/a/40926/57180