コンテンツスライダーブロックに画像ブロックを入れて、その画像ブロックにリンクを設定したらどうですかね？
こっちで簡単なサンプルをつくってみました。下記をコピーしてエディターに貼り付けてみてください。
<!-- wp:snow-monkey-blocks/spider-contents-slider {"dots":true,"gutter":"s","lgSlidesToShow":3,"canvasPadding":{"top":0,"bottom":0,"right":0,"left":0},"sliderClientIds":"[\u0022a2ecfd33-7816-4132-89fc-98150866709a\u0022,\u0022e94cc24d-6ff7-4192-b402-c8249317eaac\u0022,\u0022b8ea18d1-835a-4409-88ec-34345728b00c\u0022,\u0022c29dcffc-a811-4f59-b4ed-6e913cff0a47\u0022,\u002203ede109-55dc-477e-84d8-bb97e1ac5447\u0022,\u00226e1cc54c-e96d-4f08-9891-bff1a1770d66\u0022]"} -->
<div class="wp-block-snow-monkey-blocks-spider-contents-slider smb-spider-slider smb-spider-contents-slider smb-spider-slider--gutter-s" data-fade="false" data-shuffle="false" data-lg-slide-to-show="3"><div class="spider"><div class="spider__canvas"><!-- wp:snow-monkey-blocks/spider-contents-slider-item {"contentPosition":"center-center"} -->
<div class="wp-block-snow-monkey-blocks-spider-contents-slider-item spider__slide" data-id="0" data-content-position="center-center"><div class="smb-spider-contents-slider__item"><!-- wp:image {"lightbox":{"enabled":false},"sizeSlug":"large","linkDestination":"custom"} -->
<figure class="wp-block-image size-large"><a href="https://example.com"><img src="https://placehold.jp/1200x900.jpg" alt=""/></a></figure>
<!-- /wp:image --></div></div>
<!-- /wp:snow-monkey-blocks/spider-contents-slider-item -->
<!-- wp:snow-monkey-blocks/spider-contents-slider-item {"contentPosition":"center-center"} -->
<div class="wp-block-snow-monkey-blocks-spider-contents-slider-item spider__slide" data-id="1" data-content-position="center-center"><div class="smb-spider-contents-slider__item"><!-- wp:image {"lightbox":{"enabled":false},"sizeSlug":"large","linkDestination":"custom"} -->
<figure class="wp-block-image size-large"><a href="https://example.com"><img src="https://placehold.jp/1200x900.jpg" alt=""/></a></figure>
<!-- /wp:image --></div></div>
<!-- /wp:snow-monkey-blocks/spider-contents-slider-item -->
<!-- wp:snow-monkey-blocks/spider-contents-slider-item {"contentPosition":"center-center"} -->
<div class="wp-block-snow-monkey-blocks-spider-contents-slider-item spider__slide" data-id="2" data-content-position="center-center"><div class="smb-spider-contents-slider__item"><!-- wp:image {"lightbox":{"enabled":false},"sizeSlug":"large","linkDestination":"custom"} -->
<figure class="wp-block-image size-large"><a href="https://example.com"><img src="https://placehold.jp/1200x900.jpg" alt=""/></a></figure>
<!-- /wp:image --></div></div>
<!-- /wp:snow-monkey-blocks/spider-contents-slider-item -->
<!-- wp:snow-monkey-blocks/spider-contents-slider-item {"contentPosition":"center-center"} -->
<div class="wp-block-snow-monkey-blocks-spider-contents-slider-item spider__slide" data-id="3" data-content-position="center-center"><div class="smb-spider-contents-slider__item"><!-- wp:image {"lightbox":{"enabled":false},"sizeSlug":"large","linkDestination":"custom"} -->
<figure class="wp-block-image size-large"><a href="https://example.com"><img src="https://placehold.jp/1200x900.jpg" alt=""/></a></figure>
<!-- /wp:image --></div></div>
<!-- /wp:snow-monkey-blocks/spider-contents-slider-item -->
<!-- wp:snow-monkey-blocks/spider-contents-slider-item {"contentPosition":"center-center"} -->
<div class="wp-block-snow-monkey-blocks-spider-contents-slider-item spider__slide" data-id="4" data-content-position="center-center"><div class="smb-spider-contents-slider__item"><!-- wp:image {"lightbox":{"enabled":false},"sizeSlug":"large","linkDestination":"custom"} -->
<figure class="wp-block-image size-large"><a href="https://example.com"><img src="https://placehold.jp/1200x900.jpg" alt=""/></a></figure>
<!-- /wp:image --></div></div>
<!-- /wp:snow-monkey-blocks/spider-contents-slider-item -->
<!-- wp:snow-monkey-blocks/spider-contents-slider-item {"contentPosition":"center-center"} -->
<div class="wp-block-snow-monkey-blocks-spider-contents-slider-item spider__slide" data-id="5" data-content-position="center-center"><div class="smb-spider-contents-slider__item"><!-- wp:image {"lightbox":{"enabled":false},"sizeSlug":"large","linkDestination":"custom"} -->
<figure class="wp-block-image size-large"><a href="https://example.com"><img src="https://placehold.jp/1200x900.jpg" alt=""/></a></figure>
<!-- /wp:image --></div></div>
<!-- /wp:snow-monkey-blocks/spider-contents-slider-item --></div></div><div class="spider__dots"><button class="spider__dot" data-id="0">0</button><button class="spider__dot" data-id="1">1</button><button class="spider__dot" data-id="2">2</button><button class="spider__dot" data-id="3">3</button><button class="spider__dot" data-id="4">4</button><button class="spider__dot" data-id="5">5</button></div></div>
<!-- /wp:snow-monkey-blocks/spider-contents-slider -->
