My question to you first is if you are using transparent proxy or not?
When using transparent proxy .... blocking HTTPS is not as straight forward as it is with standard HTTP.
---- For my setup I wanted to block content by category because I don't know every porn, social site... etc on the internet.
So I downloaded a list from
http://www.shallalist.de/ and uploaded it into the domain list under the proxy section (sorry I am not at home to give you screen shots).... but the documentation talks about this under the proxy section (Domain Filter Setting ... at the bottom).
This gives you categories of content that you can block, allow or filter as you like. I found that you have to set the proxy to filter mode in order for the shallalist to work. (In transparent mode this method will only block HTTP content not HTTPS)
If this does not make sense let me know and I will try to explain better.