@Tonito Dux
As AndyDavid said, EOP handle blocked emails based on your anti-spam policies.
Based on my testing, emails sent from blocked sender will be judged as spam and show in recipient "Junk Email" folder by default. So, you could use a transport rule to delete that email directly (Add this user a Mail Contact from Exchange online admin center, then you will could delete emails from transport rule).
You also could block emails which sent from a specific domain:
Please note, if email was judged as quarantined email (Stopped at step 1 or 2), transport rule will not apply on it:
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