First, I don't use the Avast VPN product, so I don't know its blocking capabilities.
What is this Spam you are talking about, email or other ?
If email how did you block it ?
What is your email program ?
A VPN wouldn't necessarily stop email Spam getting through as Spam is email based and not IP Address based. Unless you are trying to block the senders IP address and in emails this can be faked.
Someone sends you a spam email to your email address (they would obviously need your email address to do this) it would get delivered to your email client.
That said the mail shield should give limited protection against spam, but it is more concerned with infected emails.