Blocking this _is_ handling this. Appropriately at this time. 

Your GFs boundary is reasonable: Asking you not to engage.

But neither you, nor your GF, control your ex.

You can call the police on a non-emergency line and ask them what the next steps are, but you should also remind your GF that your responsibility to her is to not engage with your ex. It’s not to control your exes behaviour. This fact might upset your Gf, but it is not your fault and she needs to be responsible for her own anger.