This can be done with somewhat simple custom dialplan using a dialplan hook. These lines will check if the caller’s cid number has a matching local extension and if so, set’s a vm block:
exten => s,n,Macro(user-callerid)
exten => s,n,ExecIf($[${DIALPLAN_EXISTS(ext-local,${AMPUSER})}]?Macro(blkvm-setifempty,))
I have not tested this at all, just pulled it from another project. You need to start by reading this post: Hooking for fun and income