Lockdown Privacy
The Lockdown Privacy: VPN & Proxy does all its blocking locally, on your device, and not through centralised servers. The app comes with several rules already in place, and it is easy to add more.
It does use the iOS VPN framework, but the VPN server runs on your device. You have to add your own addresses to the block list.
Block list
api.mixpanel.com
data.flurry.com
onesignal.com
app-measurement.com
sb.scorecardresearch.com
Note: Apart from the built-in list, there is no way to detect what iss being shared by other apps on your devices.