Yes, you are exactly right...and, the wifi and radio waves ARE electromagnetic waves! they are exactly like visible light just wifi and radio waves, microwaves, etc., moves in a different frequency. Your eyes can only pick up certain frequencies of Electromagnetic radiation so we can only see small amounts of the frequency spectrum but like you said, with the right materials almost all of any radiation can be blocked, it just depends what materials you are using and what frequency the radiation is. All different radiation frequencies are absorbed differently by all materials so it is likely that all frequencies have at least one material where where 99.9% of energy is absorbed and more often than not there are multiple different

X-rays are a fun example too: your bones block them but not soft tissue, so if you use the right film you can see right through yourself!