Hello,
squidblacklist.org has the malicious IP list in Mikrotik format and has scripts to install it. just schedule it and input your username and password. Just bear in mind that Mikrotik still has some pretty big limitations that have not been addressed with regards to larger blocklists. The routers will freeze up and suffer from memory exhaustion when the list is over 500k. Some models will get you a bit more but I have yet to see any Mikrotik product hardware or x86 running RouterOS successfully load the porn blocklist as its size is just to much for the Mikrotik to handle. Hopefully this will be addressed or maybe we will see some quad core 64 bit RouterOS with lots of ram that can handle country blocking, blocklists.