This post is to everybody that have problems to block the traffic on the MX:
When create the rules, don't let any traffic rolling because the MX will remember an existing flow. So the flow will not be blocked until it times out. This can take about 15 - 20 mins for the MX to forget this flow.
I solved today with the Meraki Support.
I was using the Group Policy like workaround but i wanted understand what was happing and went until final.