Galaxy S5, Android v6.0.1. How to reject all incoming calls, EXCEPT those in my contact list?

[AC Question]

I have a Samsung Galaxy S5. want to reject all incoming calls unless the number is one of my contacts. I don't want to mute sounds with Do No Disturb, and the Reject list works in the exact opposite way - I've got to enter the numbers I want to reject. (Which is usually after they've rung me!)

I've googled this and it appears there used to be a blocking mode - but Samsung seem to have removed it! Is that correct? Am I going to have to risk using a 3rd party app?