I think is gonna be difficult, skype uses a proprietary implementation and doesn't follow any RFC so first of all the PAN firewall needs to decrypt the sesion [if the skype client uses certificate pinning you're almost screwed] and after that need to reverse engineering the protocol.
Found a bit old topic but if anyone should still need to block Skype file transfers then do google search "skype admin guide".
You can't decrypt Skype traffic so you have to use Group Policy to limit what Skype is permitted to do.
Click Accept as Solution to acknowledge that the answer to your question has been provided.
The button appears next to the replies on topics you’ve started. The member who gave the solution and all future visitors to this topic will appreciate it!
These simple actions take just seconds of your time, but go a long way in showing appreciation for community members and the LIVEcommunity as a whole!
The LIVEcommunity thanks you for your participation!