Although I have blocked the grokipedia.com domain and enabled Personalized Results for my prompt, the research assistant used this website as a major source.
Replicating the same search the assistant used in Kagi Search seems to properly omit the blocked domain.
For reference, this is the ID of a thread where this occurred: 9550d7e0-9f92-4b32-8c0e-d75a57cfd8fa
Enabling Personalized Results in Kagi Assistant should prevent blocked websites from ever being used as a source.