Instead of blocking them, why don't explain to them that they have been a victim of a phising site?
In the end, explaining that they are a victim of phising will help you too. Because that is the only way to stop these spam messages! Otherwise the phising will simply keep on spreading to other people who fall for those sites.
Also note that in 99,9999% of the time, those people don't even know they are sending out spam messages!!
So, instead of blocking those people, tell them they are victimized and that they need to change their password as soon as possible. And, last but not least, report the link you got to the Messenger support team! This is also highly important.
Thus:
1) Explain to the contact that they are a victim of phising.
2) Tell the contact to change their password immediatly.
3) Report the link/message to Messenger abuse support
All this will not only help you, but will help other people too. Simply blocking the contact will not help anybody.