I can tell you from my own experience, best way to do this is create rule(s) to allow traffic from certain country (countries) and then create a rule below that to block traffic from that country.
So, say for example you wish to let people in subnet 10.40.30.0/24 access anything in Russia. You would create a rule with that subnet in source, then updatable object country as Russia, put service(s) and allow, but then right below that rule, you would create another rule that says source any to Russia, block.
Does that make sense?