Blocking web sites using Defender for Cloud Apps
When you integrate Microsoft Edge browser, Defender for Endpoint and Cloud App Discover in Defender for Cloud Apps you get the ability to quickly and easily 'unsanction' or block a web site on devices connected to that environment. This video shows you how to configure that and what the result looks like.
[CORRECTION] - Please note that in the video I may have indicated that this is possible with Microsoft 365 Business Premium. By default, it is not. Apologies for the confusion I may have caused here