@JasonPan - MSFT Blocking at IP address level was not doable as requests were coming from varios IP address from different countries (Russia, Mexico an Brazil)
Eventually I decided to filter thru IIS using the following rule but it doesn't seem to work as expected.
When using this rule
<filteringRule name="TESTRULE" scanUrl="true" scanQueryString="true">
<appliesTo>
<clear />
</appliesTo>
<denyStrings>
<clear />
<add string="BLOCKINGWORD" />
</denyStrings>
<scanHeaders>
<clear />
</scanHeaders>
</filteringRule>
My website gives me what is shown below. I was expecting a 404 page not found, according to what I read.