I don't know what you mean by version 16. Are you running UTM, or did you post into the wrong forum? This is definitely feasible in UTM.
Create a policy and check the box for "Use this policy for unauthenticated users"
Create a filter action to go with that policy.
In the filter action category section block all categories. (This assumes that you want to block anything other than your list of special websites.)
In the filter action websites tab, enter your list of allowed websites. An alternative method is to use Website Exceptions to give the sites a tag, and then in the filter action, allow the tag instead of the website list.
Realize that man, possibly most, websites use hidden content from completely different websites, so there is no guarantee that those sites will work correctly, unless you know the internals of those sites.
