Peer Guardian for the Mac has got to be the most opaque app ever. At least two apps would not work:
It just silently block them. No preferences, no UI to selectively pick apps or ports. It seems to block all non-HTTP socket traffic.
So I set out to uninstall. Dragging the app into the Trash Can didn’t fix the situation. Finally I had to uninstall it with the help of AppDelete. Then, magically, Steam and Penguin Club just worked.