firewalls block incoming network connections. theoretically if you don't have anything listening then it renders the point of the firewall moot. firewalls are okay for defense-in-depth security, and android is basically linux, so you could use nftable/iptables, but really just:
if you care that much, use whatever louis rossman and edward snowden say to use.
or if you're normie enough but want to suffer, iphones have this 'lockdown mode':
and also 'advanced data protection':
also you can google for more but any of the (jurnoscum) digital safety guide type things cover really what you should do:
overall it comes down to who your adversary is and the level of resources you're willing and/or able to muster against it/them.
for example, in no universe would a mtgox ever be able to survive not getting throughoughly hacked since the 'bounty' was just too high.
so a real strat is to 'gray man' where you just don't make yourself a target.
try to get the thieves/niggers/jews to target the nice looking car in the lot, not your dusty and scratched car.
