Unfortunately, it is impossible to reject transactions from unknown wallets or block spam NFTs and tokens on any wallet (Gnosis Safe wallet, contracts, EOA, etc).
This is because the information about who can or cannot transfer a token or NFT is stored in the contract of the token or NFT, and not on the wallet itself.
Contracts define who is allowed to transfer the token, and this information is stored in the contract's storage.
If the token (or NFT) contract has no restrictions on who can transfer the token or NFT, then anyone who holds the token or NFT can transfer it to any wallet, including a Gnosis Safe wallet.
In short, the ability to restrict access to a wallet depends on the features available in the token or NFT contracts.