I use duckduckgo desktop browser as my default on Windows and similarly on android, for this reason. You can press the burn it all button as often as you like, but whenever you log in to a website it offers to protect the website from the burn everything button. This builds a whitelist as you go.

I used to have an extension that did that on Firefox but it didn't get updated and died. In duckduckgo it's the default behaviour.