what are my options?
Don't misclick.
I've said this before, but I don't understand people's extreme aversion to opponents denying an undo. The very fact that the undo system exists is a nice-to-have extra that allows you to sometimes deal with misclicks. I think if the system were better-done, then undo would be automatic / not require approval if no information was revealed, and never allowed if information were revealed.
But that's not the system we have. Within the system we do have, if an opponent allows an undo, then good for them, they're playing extra-friendly. But it shouldn't be required/expected of anyone. First off, you don't know if they really put thought into whether or not new information was revealed. If someone has a personal policy to allow undos if no new information is revealed, while denying them if new information is revealed, then that requires extra care and thought into responding to each request. And even if you give that thought you could get it wrong. Heck, for all you know they misclicked the "allow" button just like you misclicked whatever button to start with!
So I really don't see someone denying all undos as a reason to consider blacklisting. I don't see it as rude or unsportsmanlike. It's just not going out of their way to be extra sportsmanlike.