No, you don't have to use a block, you just have to tighten down the strings, and loosen the screws in front of the bridge saddles about a quarter of a turn each so that the bridge lays fully flush with the body. What the block does is give you better sustain (and make the vibrato totally stationary).

As for the string gauge, that doesn't matter too much, the lighter the strings, the less you have to tighten the springs in back.