There's not a way to do that, no. Connections are always to an IP address. The firewall can't tell if somebody else got the IP address by picking a number or by looking up a name.
You could set up canary ports or addresses. For example, if a client out on the Internet tries to connect to port 80 when you only offer HTTPS, block them for some period of time. Or reserve an IP at the end of your address range and declare it will never be used, and never put in DNS. Then if a client tries to connect, you know it's a scan and you can block them. They will get results until they hit the canary, but that's probably not avoidable.