The easiest way to accomplish this if you want to cover a 'type' of application, is to build an application filter for subcategory proxy and encrypted-tunnel
This will cause the 'group' to be autonatically populated with all the applications that have the behavior you selected.
You can then create a security policy to block these applications
here's some more information on how to leverage application filters : What are the recommended applications for internet access?
If you are not decrypting the traffic then it's likely that the PA just can't identify the traffic. Make sure that you verify what rule the traffic is actually hitting in the security policy rulebase though; it could be that there is a rule above this one that allows the traffic or that the rule that allows the traffic isn't being limited upon application at all.
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