So I built HostBlock which is a macOS menu bar app that lets you subscribe to domain blocklists and have it update /etc/hosts to locally block those domains system-wide. Lists are automatically refetched every 24h.
Free for personal use on one device, and Pro for unlimited devices with a single license key.
I used StevenBlack's hosts as the default lists which give good coverage and are actively updated. You can also easily add your own custom blocklists via a Github gist.
Using hosts is limited given the lack of wildcard domain support, but still pretty happy with how it turned out!