Pen Test flag for <control-hostout-traffic>

One of my clients had a pen test done recently and it flagged this for a T45 cluster setup:

Unrestricted Firewall Outbound Traffic
Firewalls are typically designed to control inbound and outbound traffic for internal networks. However, the firewall itself should also be restricted from initiating arbitrary outbound connections.
In this case, outbound traffic control for the firewall is disabled. This allows the firewall device to initiate connections to any external destination without restriction.

This appears to be because they analysed the XLM config file and fond:

control-hostout-traffic
0
/control-hostout-traffic

Does this mean I have to start with a From Firebox To Any Denied and then specifically allow the services that it needs? I'm worried that could go very wrong very quickly and lock me out. I know I could factory reset back to the last config but that's downtime.

Anyone else been down this path?

Thanks.

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