Sophos UTM 9 - Block domain mail address from external

I recently got SPAM Mail from our own domain mail address. Looks like this userXYZ@domain.com sent mail to himself userXYZ@domain.com a SPAM mail.
I´m new to the sophos security topic, so is there a way to stop something like this? What about adding the sender (*@domain.com) to the blacklist? Or is this blocking too much?

We use a Sophos UTM 9 Release 9.713-19.

If you need further information, please let me know (and where I can find this information ;) )

Thanks!