I’d just install UFW and either set the default for incoming and outgoing to deny and unblock the game ports manually, or just set incoming to deny and outgoing to allow.
You could pair that with OpenSnitch to see all attempted incoming and outgoing connections and block them by default, and then just allow the ones you want as they happen.
Avoid local retail in favor of what, a website? If you’re concerned about the data mining potential of this robot rolling around a strip mall then you should avoid the internet at all costs.