Re: Tech/Syntax question
Yes, but it requires you to root your device. Root your device (or, even better, replace the ROM with a plain Android install), then install AFWall+. That application is just a front end that allows you to easily configure iptables (which is part of Linux and so already exists on your device) to perform firewall operations. You can easily set up rules on a per-app (or global) basis, so you can set what apps get to use what interfaces.
By default, I don't allow any apps to communicate out. I'll make certain exceptions, though (such as the web browser), but even then I set up the rules so those apps are only allowed to talk through my VPN.
If you're extra ambitious, you can also do what I do with the VPN -- I run my own VPN server, which funnels all of the traffic from it through my firewall and router at home as well, where I can implement even more sophisticated defenses.