Thats a bit tricky, but you sort of have to use same approach as you would with geo block. So say, if you wanted to block whole continent of South America (but only allow Argentina, just as an example), you would have to put rule to allow Argentina above the rule that would block whole South American continent.
Now, for what you are asking, use similar approach. For example, you put sites you need to allow in url+app layer (if its ordered layer, I assume) and then in https inspection policy, you bypass same sites as well.
Message me privately if you need help with this, Im confident I can help you out, as I did similar things few times before.
