I too read that it didn’t work with docker but that was not my experience on Ubuntu 24.04. Maybe it’s just docker desktop but I had all sorts of other issues with docker desktop and ditched it for plain docker, using lazydocker for an interface. I think one of the issues for outgoing connections at least is that IPs for the containers can change. I don’t remember exactly what my setup is currently but you shouldn’t have an issue opening up just specific ports mapped to a container while having default deny incoming. Not specific to containers but there are a few different Linux commands to get all ports and the processes listening on them, I used them extensively to debug my firewall setup. I can’t remember them either off the top of my head but you should be able to google for your distro.
To add, you may not need to worry too much about setting up a firewall if your machine is behind a router/gateway that also has a firewall. There are arguments both ways, I would suggest researching that some. I did it because I could so why not, but I also only have wireguard exposed publicly so it may be over kill