I am using Avast together with Little Snitch. For convenience I gave Little Snitch permanent permission to approve the Avast proxy server. This means that any server to which the Avast proxy connects is also approved. This is convenient but it basically just passes responsibility from Little Snitch to Avast
Alternately I have tried setting the Avast proxy to “Always Ask” in Little Snitch. This has the effect of causing every server connection attempt made by Avast proxy to trigger a permission request in Little Snitch. In other words, it lets Little Snitch do its job. However, this results in LOTS of permission requests
Wonder what other users with both Avast and Little Snitch have decided to do