If I were you, I would do this...but this is just my personal opnion, though I have not had any issues with this approach in the lab or any clients.
1) in ordered network layer, just have as many inline layers as needed, representing each interface (tied to a zone) and remove any rules with 0 hits, just to clean it up
2) have urlf + appc layer, with simply those blades enabled and yes, you can use Internet object as destination
Just make sure traffic is allowed on all ordered layers, ie you can have any any allow at the bottom of the last ordered layer, thats fine.
I attached doc I made while back with some screenshots. I know its related to https inspection, but you get an idea.
Andy
Best,
Andy