uMatrix offers more granularity. You can choose exactly what each third-party site can do in terms of cookies, CSS, images, plugins, javascript, XHR(!), frames and media (audio, video, pdf, etc).

After years of using uMatrix (formerly HTTP Switchboard), many sites "just works" wrt Youtube, Vimeo and similar even without first-party javascript enabled.

I've considered sharing parts of my global ruleset so others can just copy-paste the sections/sites they want to whitelist without having to discover what's required themselves.