If you are using a 'transparent' proxy you will need to change the proxy to 'no authentication' or 'authentication required' with content filtering and force your hosts to use the proxy for https. Then you can use the content filter to block the site.
You can also add the following domains to your hosts file: facebook.com -
www.facebook.com - wwww.facebook.com
There was a thread about it here:
http://efwsupport.com/index.php?topic=525.msg1369#msg1369
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