Does blocking contacts no longer work on Lollipop?

[AC Question]

I have an HTC One M7 and recently upgraded to Lollipop - previously I had KitKat. I used to be able to block calls and texts from individual contacts. Of course, the calls and texts would still come in, but I wouldn't receive notifications and they would be hidden from me in the blocked folder. With Lollipop, even though there's still a menu option to block contacts, I get their messages in my main folder anyway. Is there any way around this without turning to third-party apps? It's a little distressing.