Hi Tranny, I think blocking traffic from anonymous proxies is a smart move. The trick is determining if the proxy is legit (squid,ms isa, etc.) coming from a corporate or ISP proxy or a user hiding behind an anonymizer proxy. Sounds like your culprit is the latter.
I’ve written a plugin that can determine anonymous proxy usage and blocks posts from them. It’s rather new but you’re welcome to try it out. Here’s the download link: Killabot APx Plugin