Apple - Network usage whitelist for cell tethering on OSX?
TripMode was made specifically for this purpose, and even turns on automatically when connected to designated cell hotspots.
It looks like Little Snitch allows you to configure whitelists, blacklists, and even more advanced configurations for network access. You can make a cellular profile and switch to it when you use your tethering. It also measures how much bandwidth you've used, per app and total. You can even automatically switch profiles when you connect to your tethered Wi-Fi or Bluetooth network.