If your site is covered by GDPR and you do not have a physical presence in the EU you have to appoint someone in the EU to receive mail on your behalf, so people who want to make GDPR requests by mail can write to them. See Article 27.

There are services that will do this for you. Last I checked they were typically in the neighborhood of a couple hundred Euros a year.

Whether or not GDPR applies to a site not in the EU is somewhat subjective. It comes down to whether you envisaged serving people in the EU.

If your site does not need EU visitors it can make some sense to block them. That provides evidence that you did not envisage serving people in the EU, and then you don't have to figure out if you need to be hiring a service in the EU to receive GDPR mail.