Just as Kevin has stated – create a mail rule and block to that address.
Remember that you are going to want to have more than one eventually. This means you should create a group for Blocked Recipients and then add this to the rule. This will mean just a group change rather than a New Rule / or Rule change per newly added entry.
If this is for a whole domain such as Hotmail / outlook.com etc then server document is better.
Just as Kevin has stated - create a mail rule and block to that address.
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