Technically I think they are different beasts. Charles proxy is for, as you say, inspecting and debugging. Little snitch is for making a white/blacklist of connections.

That being said I 100% agree that Charles is a fantastic application.

Getting offtopic here - if I wanted egress filtering at the router level, what could I add to my network that wouldn't force LAN traffic through the same port? OpenWRT isn't an option on my router because the 802.11AC radios aren't (and probably will never be) supported.

Happy to add another {mips32,armv7} box to my network, though.

I'd love to help you but this is not my area of expertise. (Just responding as you replied to me, hopefully someone else can chime in).

You could buy a different router. OpenWRT does support the ac chipset in my TP-Link Archer C7 and many other routers.

Charles Proxy and Little Snitch offer insights into what is going on.

The both happen to have different use cases.

Charles is my go to for tracing what is going on when I need to snoop SSL traffic.

A decent free alternative to Charles is https://mitmproxy.org/