I’ve been working on running agents (Claude agent sdk) on k8s this looks great to control their egress

You can certainly use the Squid ACLs to limit the egress for agents. One of the current shortcomings (I explicitly mentioned it near the end) is that there's no per-namespace granularity, so you wouldn't be able to determine it on a per-agent level -- but you would be able to generally establish that all agents would only have access to a global whitelist.