There are some additional things you can do which involve filtering applications' target IP addresses for undesired outbound communications.
Specifically, give permission for applications to access their legitimate servers and block all others.
For example, you can use firewall rules to permit your newsreader to access your news servers and your ISP's DNS servers. If you use your newsreader for e-mail, then permit that too. Then block all others.
You can reduce blocked programs' ability to hijack other programs to gain external access by preventing application interaction (or acting as a parent) if your firewall has that ability.
And for those programs that are necessary for your OS to function or for certain apps to do needed tasks -- and which insist on accessing the Internet -- log their target IP addresses and, if they cannot be blocked by software firewalls, block them at the router (hardware) level.
Other tools can converge with these kinds of approaches to gain the degree of security you need (or want). Storing and/or transmitting sensitive data in encrypted form is one example.
Again, permitting only the target IPs you approve is *much* better than trying to detect and block all the unwanted communications.