One way to block a cell phone listening device from listening to you and transmitting the conversation is to put it in a refrigerator, which blocks the radio signal.

However, if the programmers of the spy software are clever, they might make it compress and save the audio and transmit it later when it gets signal. Thus, blocking the signal is not reliably sufficient. Blocking it from hearing you is more reliable, if you can be sure the audio blockage is adequate.