Here is a list of blocks/ entities I found that cannot be pick blocked. Not sure if any of these are intentional, but most seemed that they should be able to be pick blocked in creative mode.

-placed large spirit tree mask
-placed small spirit tree mask
-placed climbing rope
-placed mire snail egg
-both regular and lightning Chiromaw eggs
-gallery frames (all 3 sizes)
-all portal tree frame blocks (always yields top left portal tree block)
-mob spawner
-tar beast spawner
-dreaton
-placed sludge worm egg sacs