doc: fix macosx-firewall suggestion BUILDING

Adding back the changes made by commit# 791d560, that suggests running
macosx-firewall.sh script after bulid step. These changes were deleted
by commit# fc102d0, but they are still applicable.

PR-URL: #15829
Reviewed-By: Ryan Graham <r.m.graham@gmail.com>
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>
Reviewed-By: Benjamin Gruenbaum <benjamingr@gmail.com>
Reviewed-By: Luigi Pinca <luigipinca@gmail.com>
Reviewed-By: Daniel Bevenius <daniel.bevenius@gmail.com>

BUILDING.md

@@ -91,7 +91,7 @@ On macOS you will need to install the `Xcode Command Line Tools` by running
 installed, you can find them under the menu `Xcode -> Open Developer Tool ->
 More Developer Tools...`. This step will install `clang`, `clang++`, and
 `make`.
-* You may want to setup [firewall rules](tools/macosx-firewall.sh)
+* After building, you may want to setup [firewall rules](tools/macosx-firewall.sh)
 to avoid popups asking to accept incoming network connections when running tests:
 
 If the path to your build directory contains a space, the build will likely fail.