mDNSResponder - incoming connection from "[name of my Macbook]'s-macbook-pro.local"
The mDNSResponder is responsible to handle (beyond other aspects) automatic distribution and resolution of computer hostnames without using a dedicated DNS-server. In the OS X world this is called the Bonjour service. The local names of all Bonjour (or zeroconf) enabled devices - including your host - are sent to a special multicast address: 224.0.0.251.

To detect those devices the firewalls have to open the respective port and accept incoming connection.

Since your host probably is the only receiver and sender in your local network there is no special risk to accept those incoming connections.

In larger, non-SOHO or non-home networks security issues exist:

Security issues (wikipedia):


  Because mDNS operates under a different trust model than unicast DNS—trusting the entire network rather than a designated DNS server, it is vulnerable to spoofing attacks by any system within the multicast IP range. Like SNMP and many other network management protocols, it can also be used by attackers to quickly gain detailed knowledge of the network and its machines. Because of this, applications should still authenticate and encrypt traffic to remote hosts (e.g. via RSA, SSH, etc.) after discovering and resolving them through DNS-SD/mDNS.