I found a simple may to minimize (or at least reduce) the annoyance. My phone uses mp3 files for custom ringtones, and is able to receive such files via email. So I
- edited a silent and extremely short mp3 file
- sent it to my phone
- saved the annoying caller as a contact, and
- set the custom ringtone for that contact to the silent file
It requires a little overhead in defining the contact, but now it means that I am no longer bothered by that caller again.