One way to block those connections could be to use a static dns entry to resolve to a false IP. The dstnat rule I posted above still applies, you still would need that.
You could use regular expressions in static dns entries to redirect *.utorrent.com to IP: 127.0.0.1 for example. This would prevent that domain from resolving.
I posted about this here: http://forum.mikrotik.com/t/how-block-connection-of-p2p/18495/30