I restricted some people from sending me messages. Why are they still able to send me messages?

Within a week after you change your settings, your interlocutors will be able to message you if you have already interacted in a chat. The reason behind this is to avoid cases when you were expecting some important information but you can't receive it since the user is restricted from messaging you.

If you don't reply to a chat within that week, the other user will soon be unable to send anything else.

To restrict messages immediately, delete the chat with the user and restrict messages from them. You can also add them to your block list (vk.com/settings?act=blacklist).

Keep in mind that group chats aren't affected by your block list or privacy settings.