A major shortcoming of android is that you need to root your phone or tablet to use a firewall. Once rooted, there are a few firewalls to choose from, but one is way better than the rest: AfWall+ by ukpriya.
It keeps apps off WiFi, mobile data, your LAN, or all of them. Better yet, you can allow apps to go online in your own country, but block 'em when you're in a place where international data roaming costs a fortune.
If your SIM card is from an EU operator, however, european data roaming is not that expensive anymore. If all goes as planned, data roaming charges will be a thing of the past in Europe next year. Yep, the European Union has a billion flaws, but sometimes those money-guzzlers in Brussels manage to do something useful. Of course it helps when a european law cuts down the eurocrat's own phone bills...
With intra-EU data roaming charges knocked down and about to die, the data roaming black- and whitelists of AfWall+ are a bit too blunt. Hopefully a future update will add an EU exclusion option to the roaming rules. Until then, you can roll your own exclusion list with Xposed module Roaming Control.
Even if the general android network settings say that roaming is not allowed, Roaming Control lets your android roam on selected networks and in countries. It also makes AfWall+ think you're not roaming, tricking it into using the same firewall rules as back home.
So if you're roaming all over the EU and associated countries (Iceland, Liechtenstein, and Norway for now), combine AfWall+ and Roaming Control to allow your phone to roam where it's cheap or free without manually switching AfWall+ profiles.
• AFWall+ (Google Play Store)
• AfWall+ on F-Droid (The F-Droid version is sometimes a bit old)
• AFWall+ on xda
• Roaming Control in the Xposed repository
• Roaming Control on xda
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