The answer is extremely simple.
Do not answer the private phone to any work colleagues.
Block every number from business, or, just don't answer it.
If you do accidentally answer one, say the words,
Ah, hi Steve. Please call me back on my work phone only. Thanks. Talk to you in a minute.
Or perhaps
"HI Steve, This is a private number. I will call you back on my work phone. Hanging up now..."
And then block that number.
Remember that you cannot control other people.
I get annoying calls on phone lines (spam, etc) all day - I just hang up, or perhaps say in a few words "don't call this number."
Note: you mention you feel "bad" or something about blocking numbers?
That is simply bizarre - it's utterly, totally normal to block people. It's nothing. People completely normally block their spouses, children, parents on certain phones - it's completely normal and for their benefit.