It has been recently shown that it is possible to study gauge theories (and gravity) using the Exact Renormalization Group (ERG) approach without having to fix the gauge, without introducing any ghosts and without breaking gauge invariance. In the first part of this talk I will give a brief introduction on the topic, laying out the foundation for the manifestly gauge invariant ERG construction, which will be presented in the second part. In the last part I will talk about the current work that we are doing to test and explore this new approach to gauge theories and gravity.