Exceptions to catch-all

Exceptions to catch-all

I'm migrating to Zoho mail.  
I have used catch-all extensively, usually I give a unique address to each wesite I sign up for.  Then I can block that recipient address if they sell my address to spammers.  It's worked well with my last vendor. 

For example, my main catch-all address is example@example.com.  If someone fat-fingers and sends exMAple@example.com, it still gets to me.  But if they send to AddressCreatedJustForSomeSpammerCompany@example.com or AnotherAddressCreatedJustForSomeSpammerCompany@example.com, these messages are rejected or discarded. 

Now at Zoho I need to add a few exceptions so that mail sent to certain addresses is discarded.  
How do I do that please? 

I suppose one way is to create full users for these addresses but I don't want the messages to fill up the quotas.  I just want messages to be rejected. 

How?