When I tether a MacBook Pro to an iPhone/iPad, how can I restrict what apps use it?
Check out Little Snitch.  It's intended to let you know what apps are using the network at what times, but you can use it's permission function to deny internet access for all apps except the ones you care about.  

You can download it for free, it will work for 3 hours before you have to turn it back on again.  Or you can purchase the full version so that it's not time limited.

I have no affiliation with it, other than being a satisfied customer.

EDIT: additionally, it will let you setup different deny/allow profiles so that you can set it up once and then just "flip the switch" next time.