The only attack that's not blocked is Devil's Fuge, a physical attack unlocked after the protagonist finds a phone strap with mistletoe, also called devil's fuge. The protagonist is the only one who can use Devil's Fuge skill.
This is all a reference to Beldr's legend, where every object in Earth vowed to not harm Beldr, making him immortal. However, mistletoe didn't. Later, Beldr would be killed by his blind brother Höðr, who was tricked by Loki into attacking him with a spear or arrow made from mistletoe. Similarly, it's Loki who tells the protagonist about devil's fuge in Devil Survivor.