T-Mobile SHOULD be able to block IMEI's (provided you know the IMEI of your device)
There is special software that is supposed to help recover devices and remotely wipe everything (Sprint's insurance plan won't even talk to you if your device is stolen without the software, a coworker has told me), so that's probably the software that's referenced.
IMEI block will ONLY block on T-Mobile's network. There's nothing that prevents them from getting an unlock code and selling the device on Craigslist (at a premium) to someone wanting to run it on AT&T's network.
So, I would suggest 611 (or Online Chat) would potentially get you the information you need? Maybe T-Force can help in the exact direction.
I know T-Mobile is able to do an IEMI block. However, they don't want to do it. They told me to call Asurion, and Asurion told me that if I didn't install the software they can't do anything for me.
How can I convince T-Mobile to do the block? Can someone share a positive experiance doing it?
I'll say it's definitely possible based on a thread: http://support.t-mobile.com/message/78693
My guess is you need a police report and that in order to fully mark it as stolen?
You may be able to try to PM one of the T-Force peeps in here (or email email@example.com) and they may have a bit more information on what needs to be done.
T-Mobile is right -- a claim has to go through Asurion. Asurion is right, a block has to be done by T-Mobile. Unfortunately, it's getting to the right people to put the block that can be complicated. That's why I suggest T-Force. You've also got the right philosophy hoping that someone else may see the thread in order to get their methods. Alas, everything I've googled says "Contact T-Mobile.. blah blah blah", which is what you're trying to do.
Wish I could be more help other than completely affirming you. Best of luck!