The answer is it depends. If you ask me, I have whitelist policies to allow inbound traffic. It would depend on what you have exposed, e.g. inbound traffic. If you have nothing, I say block it all unless it needs to connect for something, i.e. VPN, web server, etc. What I would start with are 'Negate' ( negate = not equal to ) policies. Say block everything except the US, but you only have to put the US and then Negate so you dont have to list everything.
Hope that helps.
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