Arnauld Thank you. Well I might be stupid as I don't find how to add a number to be blocked...
Go to the phone app where you would type in a number to call. Swipe down to reveal the 3 dot menu on the top right, press that and go to Settings (and then blocked numbers). Don't worry, it's counterintuitive and took me a while to find as well.
Edit: I just realized it doesn't show on my private phone with no SIM card, only on my business phone. Maybe it's carrier dependent or something else is up... The option should be right between "Calling accounts" and "Voicemail".