Create an OU or use an existing OU on-prem and exclude that from the AADConnect Sync.
Then move the AD account associated with those mailboxes to that OU and they will be removed from Azure ( remove any licenses first)
I assume you dont just want to hide them from the GAL. If so:
then you will need to set :
msExchHideFromAddressLists
to TRUE in AD for each account.
Then it will sync and hide the user from JUST the Address Lists but not removed from Azure....