I originally thought there was a direct mpg benefit, but after I did some ABA testing on my truck I found I lost about 1% (0.2mpg). However, a grill block does help shorten the warm up cycle, and for my truck, it is letting me get a few more degrees on my warm air intake. And in some (cold) locations, using a grill block is the best way to keep engine temps up...
My grill block (for testing) was basically a flat piece of cardboard covering 80% of the front grill. If you were to change the shape of the front of the vehicle, I am guessing your results could be different, based upon this info at NASA:
Shape Effects on Drag