Yes, I used to use TinyWall ( https://tinywall.pados.hu/ ), which is light and simple. But, if I remember right, it uses Windows built in firewall and so I don't know if it can completely block some Windows 10 system software from contacting Microsoft.

ZoneAlarm also used to be good, but used more resources and is not free - https://www.zonealarm.com/software/firewall (note that you do not need their crap browser extensions that it will ask you to install).