how to make mikrotik block all this Parasites list?
http://winhelp2002.mvps.org/hosts.txt
That won't work. It simply doesn't scale. The built in caching resolver is fine for small scale but isn't a DNS implementation that can handle a few thousand to tens of thousands of static records. It also doesn't scale when you try to do this in more than one router. Build a proper DNS server, implement this, and have the router refer to that central server. That'll work much, much better.
You may be able to pull it off on an x86 box, but you're still going to put a lot of stress on the router doing something that isn't routing packets. Small RouterBOARDs are simply going to choke completely.
There's some past threads you can look up regarding this very topic.
Including, if you're really inclined to try it, a Perl script that converts hosts files like that into ROS scripts to effectively import them.