@Bradley Walker Thanks for posting in our Q&A.
For iOS or android devices, we can configure "Blocked URLs" in app configuration policy about Edge.
For windows devices, I didn't find that there is any setting that can block access to specific websites. However, I find that there is a setting "Disable download file type extension-based warnings for specified file types on domains" in Administrative Templates profile. It seems can block download some file types.
Hope it will give you some ideas.
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