Hello,
I love the Underworld, then, I decided to live here!
But they are a nightmare... How to deal with Spirit Wights ?
I can't kill them, I can't block them, they folow me forever.
Is there a way to make a safe zone ?

You can kill them with any form of magic damage (most spells and the unicorn dagger work for this)

Is there a way to create a safe zone ?
A zone where they don’t spawn ?

EnderIO Aversion Obelisk should do the trick, as long as you can get it up to a 128 block range (the spawning range of Wights)