Blocked email senders still coming through

Probably the sender is using another email ID or a subdomain ID.

For example, if the sender had used mmmm@xyz.com which is blocked by you then the same sender can send you emails using mmmm@abc.xyz.com

Please check the email ID under your list of contacts and the sender's current email ID. Please click this too.

As far as my experience goes this is perpetual.

What I do is, log in to the email account on a web browser and use "Rules" and move all the emails from a domain ID to the bin. Every email accounts have this feature.

Set up rules to filter email in Mail on iCloud.com

• In Mail on iCloud.com, click. ... 
• Click Rules, then click “Add rule.”
• Below “If a message,” use the pop-up menu and text field to specify the type of messages you want to filter.
• Below Then, use the pop-up menus or fields to specify an action for the rule.
• Click Add.

Set up rules to filter email in Mail on iCloud.com - Apple Support

Watch this GIF

Mail. From the Mail app, open the email that has the contact that you want to block, then tap the contact at the top. Tap Block this Contact.

Block phone numbers, contacts, and emails - Apple Support