For Roblox it exists in parental controls section and for lets say mobile legends if it doesn't exist just check your logs when that game is being played and you can either block or restrict access to it.
Mang Kepweng if I was home I wouldn't mind downloading and just posting the exact urls but atm were going in a trip so I have data limits etc. The best advice I can give is, enabling live logs and opening the game after closing opening the internet on the device that's going to run the game (To clear DNS cache.)
Mang Kepweng I just tried it anyways lol, the annoying part is that, I blocked all the domains it has and it still plays the game just fine, so in that case, it connects directly to an IP probably and DNS from what I know can't do much about that. So others can also try it too but seems that blocking it's domains can brake some features but as long as the user played the game before it works fine I could try to see if it brakes it on a fresh install but yeah a bit busy. I'll check it out tho.