dynamic application based Firewall

Hello Gufw team,
i use "little snitch" from http://obdev.at on Mac Os X - now I switched to Ubuntu. Little Snitch comes with a base ruleset: Allow any connecting to localhost, local network. Everything else is dynamic. If you make a network communication with any program you get a popup, where you can decide if you allow, deny - Once, Forever, Until program quits - Any Host, Just this Host, Just this Host and Port. So no outgoing traffic is allowed until you make a rule. I like this behavior because it gives you total control over your traffic. Iptables probably can do this too but you have to know in before hand what you are allowing at what not. Is this something Gufw will do in future? Should I file a feature request?
Thank you for your time