In the left pane click on the 'Voice Services' tab.
Now click on the 'SP1 Service' tab or which ever 'SPx Service' tab you want to block anonymous calls on.
Scroll down the page until you see the section named 'Calling Features' and look for a parameter named 'AnonymousCallBlockEnable'. Remove the tick from the 'Default' box and place a tick in the 'Value' box. (See picture below)
Now click on Submit, then reboot your device.
NOTE: You can also create a custom rule under the X_InboundCallRoute parameter to block withheld and anonymous calls.