I assume you mean a nuget package that runs an install script. as the 3rd party install can be any url, then you either add a every required 3rd party url as needed to the whitelist, or you you completely open access. maybe a use blacklist instead of a whitelist.
How to allow Download NuGet packages on a server with limited internet access
Baha'a Aldeen Alnatour
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I Have development environment with limited internet access, and i want to allow nuget.org website access for the purpose of download. unfortunately, some dependencies might required from a third party linked in packages inside NuGet which originally not allowed.
how can I allow website wildcard that cover all NuGet packages required from nuget.org along with the third party packages?