County Block with MTA enabled

I would like to block access to and from certain countries with the MTA enabled. This was really simple on the UTM, but seems much more complicated in Sophos Firewall. I have created a black hole NAT rule as suggested in the documentation, but can’t work out how to get traffic passed to it, it just seems to get ignored, so for example I can still access web sites from the countries I want to block.

Does anyone know how to do this? If so would it be possible to provide an example.