Front Door geo filtering - allow North America

The Front Door tutorial for geo-filtering (https://docs.microsoft.com/en-us/azure/frontdoor/front-door-tutorial-geo-filtering) shows how to block traffic from everywhere except the US.  Is it possible to setup a Front Door rule that would block traffic from outside north america (US, Canada, and Mexico) or would that require multiple rules?  If I'm reading things correctly, I think this would take 4 rules: 3 to allow US, CA, and MX plus a 4th lower-priority rule to block everything else.