[throwaway314158]

If you go to Settings > Messages, you can filter out messages from unknown senders. However, this only prevents the notifications from showing up; they'll still be in the app under the "Unknown senders" tab.

FWIW, T-Mobile does allow you to block all SMS and MMS.

[diebeforei485]

There is also a Screen Time feature called Communication Limits which can be used to restrict Messages and Phone to contacts only. Doesn't apply to third-party apps though.