PSA: Normal users that use the "..." menu to "block this domain" hoping to completely block Threads are misinformed.
At the user-level, this is LITERALLY just a mute. It's like putting a blindfold on, in a room filled with hungry bears. They will still be able to see, interact, AND reply to your posts, you just won't be able to see them.
Right now, Threads federation is a one-way street. Therefore they cannot see your posts currently. However, I can only assume that once they can, the "block this domain" feature will work the exact same way that it does for the rest of Fedi.
If you want to make sure that you're completely cut off from Threads/Meta, your options are:
-Make sure your instance blocks them completely
-Move to an instance that DOES block them completely.
-Create your own instance that blocks them completely.
-Make your entire profile completely private.
There's lots of misinformation out there. Don't be misinformed.