I don't know if you are still interested in this, but I was looking for it and could not find it, so I had to create my own solution. You have to update the plugin though (jquery.blockUI.js), and go to this line:
if ( opts.title ) {
s += '<div class="ui-widget-header ui-dialog-titlebar ui-corner-all blockTitle">'+(opts.title || ' ')+'</div>';
and replace it with this one:
if ( opts.title ) {
s += '<div class="ui-dialog-titlebar ui-widget-header ui-corner-all ui-helper-clearfix"><span id="ui-id-1" class="ui-dialog-title">' +(opts.title || ' ')+ '</span><button id="btnCloseBlockUI" class="ui-button ui-widget ui-state-default ui-corner-all ui-button-icon-only ui-dialog-titlebar-close" role="button" aria-disabled="false" title="close"><span class="ui-button-icon-primary ui-icon ui-icon-closethick"></span><span class="ui-button-text">close</span></button></div>';
This will add a button to the title bar. To add a button click handler:
//Unblocks the UI when clicking the close button
$("button#btnCloseBlockUI.ui-button").click(function () {
$.unblockUI();
});
You can be more fancy and add an extra option, something like showCloseButtonUI
and display it only when it's set to true.