I have never received a rude PM either. I personally would just ignore the PM.. click.. delete.. gone.

But if I felt strongly about receiving a particular kind of PM, then I thnk it would be an approriate situation to practice assertiveness, clearly and directly enforcing a personal boundary about gossip. It would be my only response and it would be in a PM. It wouldn't be at all appropriate to do on a thread; I'm sorry if I wasn't clear on my original reply.

Your suggestion of blocking is good. That's what it's there for.