No Jailbreak Firewall for iOS (iPhone) for iOS 7
As of now, and for the foreseeable future, it is not possible for 3rd party developers to create a firewall app.   

Apple need to do it, and my personal guess is they will not, since even for the mac os x the firewall "configuration" the os itself provides, is minimal.   

I think Apple is still in the mindset that you can build a bulletproof ecosystem of OS and apps (which IMHO very very very naive).   

I wish there was a version of little snitch that you could run on iphone. I would jailbreak my devices in an instant if there was one.