How do I prevent blocked callers from leaving voicemails on iPhone?

Voicemail is a cellular feature and it is not your phone that is actually recording those voicemails. Your cell provider records the calls on their servers after a default number of seconds that the call goes unanswered and your phone just gets the voicemail from their server. You would need to contact your cell provider to see if there is any way to stop them from being recorded in the first place.

In addition to what Mac Jim ID suggests, note that phone numbers are often spoofed. That means they may look like a number you blocked, but in reality is not that number. It is just disguised to appear as a number you blocked.