I figured out how to do this, but seems like it should be easier.
You should be able to see the incoming call history and select from those to directly add to blocked call list, but you cant. It is quite manual. Also, i dont like how it says change settings. It should say 'Add new numbers'. It was confusing to say the least. It needs work.
In future, i want to just see those calls listed and show the number where the call is from instead of hovering to see it and then i want to click it and add to my blocked list. Maybe that is how it will be in the future. That would be better than manually typing the numbers in one by one and clicking that change settings button to add the numbers. Definitely needs some work.