Good opportunity to market you app you got there, hehe. Anyway, I thought the thing about little snitch was that even before the connection was made for the first time you were able to cancel it, you would miss out on that with your app.
Can you also disallow certain requests with your app? It seems to be app-wide only, but if I wanted to block e.g. chrome (or, all app) from specifically connecting to "adWare.com", would that be possible?