Best tool is the browser, just disallow cookies and JavaScript by default and enable them on what you want. You can even use addons to fine tune this. Since there is no GDPR compliant lists and no way to insure a site is 100% compliant or stays compliant this may need to be manually managed.

I block all 3rd party cookies by default and force block certain cookies and JavaScript code from running, especially on sites that look really bad or I need to modify to my liking. I would recommend looking into GreaseMonkey and TamperMonkey for full customization.