@Brian J, Thanks for posting in Q&A. According to windows Firewall rule precedence, explicitly defined allow rules take precedence over the default block setting in inbound rules. We can create allow rules to do the exception.
Meanwhile, it's recommended to allow outbound by default for most deployments for the sake of simplification with app deployments in outbound rules. And set specific block rules as exception.
You can firstly configure the rules on one device to test. When it works as expected, then we can deploy it via Intune.
https://learn.microsoft.com/en-us/mem/intune-service/protect/endpoint-security-firewall-policy
To troubleshoot the firewall rule, you can also refer to the "Investigate issues for Firewall rules" part in the above link.
Hope the above information can help.
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