How to block every thing, then create a list of posible site

RouterOS Beginner Basics
1

We want to block all traffic, then create a list of possible sites allowed.
Like
access to *.gob.mx
access to reforma.com
access to mail services

and then keep growing the list

2

open an account on www.opendns.org then set your router as dns server, natting to it all dns requestes.

3

Is there a way of doing it with the webproxy?

4

currently i’m using v3.20 web-proxy feature to filter my client’s access.

Add web proxy Access rule Dst. Host: . Action: deny
Then add the whitelist above the deny rule
example : Dst. Host: yahoo.com Action: allow
example : Dst. Host: microsoft.com Action: allow

don’t forget to redirect clients web request to your web-proxy port

5

This is good when i just want block one, two or three sites, but what can i do when i want block 1000 sites, exist a list called http://www.shallalist.de/ when we can find lot sites.
Exist a script to put this sites in Mikrotik?
Blocking through firewall is most faster than webproxy?
I dont liked the OpenDNS solution.

Best regards.