Being a DNS based service, OpenDNS knows nothing about URL's, websites, webpages, content, images, apps, or anything else that is not a domain name.
With apps there is no guarantee that it even uses a domain, there are actually quite a few of them that just go directly to an IP address. For the ones that use domain names, they can use more than one, and sometimes it varies by the operating system it is intended for, sometimes even varying my OS version or even app version.
There are a number of network sniffing and monitoring tools that you can use, but many of them are beyond the skill or comfort level of many users. For simplicity's sake I suggest looking in your logs and stats and seeing what is blocked, and seeing if any of that is it all relevant to your app. There really is no one method to find this. IT usually takes a combination of research and testing.