When I am connecting to a public wi-fi (in a hotel or airport for example) I am using VPN to increase my security. But right after I join the network some applications start to establish connections (email or IM) before I even click
Connect in my VPN app.
Is there an application that could allow only one application (VPN app) to send/receive data and block others before I establish a VPN connection? It would need to have some "Safe mode" that would allow an entire traffic so that I could use it when I am at home or just don't want to use a VPN.
I am interested both in Windows and Mac but any recommendation is helpful. I am using NordVPN if that matters.