Having been a part of a number of SCRUM teams, and a SCRUM master many times, I'm surprised that it's taken me so long to realize that asking "Are you blocked?" isn't really the right question. Everyone once in a while, someone will answer "Yes!", but more often than not, everyone says "No. Not blocked.".
That would be fantastic, if it were only true.
Of course, people who claim not to be blocked aren't lying... they're almost always able to make some kind of progress: however painful and slow that may be. Therefore, they aren't blocked, and will always say "no" when asked the question. The problem, though, is that you really don't want them to struggle along with whatever difficult/laborious/ineffective behavior they're engaging in. And, unless it happens to come up in the other two SCRUM questions ("What did you do in the last 24 hours?" and "What will you do in the next 24 hours?"), you simply won't find out until several days have passed with the person making poor progress and wasting a lot of time.
So, what to do?
Perhaps a better question to ask is "How's it going?" When faced with a sympathetic ear, most people are happy to tell you all about the things they're struggling with, and what difficulties they're facing. So, if they're blocked, it will be very likely to come up. However, if they're merely struggling, that will come up too, and that's what you really wanted to know.