Can I redirect to html page from firewall?

RouterOS Beginner Basics
1

I want to know if I can do the following:

I want to block cnn website(for example) using this :

/ip firewall address-list
add address=www.cnn.com list=Block
/ip firewall filter
add action=reject chain=output disabled=yes dst-address-list=Block reject-with=\
    icmp-network-unreachable

then when I try to get to www.cnn.com - I get 404 or no replay in the browser
can I take the this and redirect it to html in the router?

something like proxy server ? ( without using proxy)?

Thanks,