Allow access to www.bbc.co.uk/cbeebies, but not www.bbc.co.uk
This seems resolved in 10.11 El Capitan (and perhaps also 10.10 Yosemite... haven't tested there).

Specifically, the following now works (and is what I wanted):


set "Allow access to only these websites"
visit http://www.bbc.co.uk/cbeebies/ in Safari
grant access
access is now granted when visiting http://www.bbc.co.uk/cbeebies/ and pages with the same URL prefix, eg http://www.bbc.co.uk/cbeebies/topics
access is denied to pages on the same domain with a different URL prefix, eg http://www.bbc.co.uk/, or http://www.bbc.co.uk/iplayer.