The answer is no. A slicer is a filter, so hiding something from the slicer is filtering it. If it is deselected in the slicer, by definition it is filtered out. If it isn't shown in the slicer, it can't be selected. So hiding and filtering are the same thing.
This needs to be added back to Power BI functionality.
Report and page data needs to show the values within the BLANK record but the Slicer needs to have BLANK removed.
BLANK anywhere gives the user digesting the data a sense of doubt in the accuracy.
I've had to use the +0 method in almost all of my visuals in all of my Power BI projects and this is another instance where it's causing extra work for me.
I've worked around this by using a table instead, using your field as the Values. You can format the table to make it look like a list and add a title or change your column name to something akin to "Choose a Category." Unfortunately the check box wouldn't be available.
Another way to get rid of the "(Blank)" is to:
I have did a work around to hide BLANKS from the slicers only. This might not work for dynamic slicer values, in my case the slicer values will not change. I had to duplicate the slicer, select all values except Blank and hide the slicer. With Edit interactions options, I have turned off everything from this slicer but the original slicer so other visuals are not impacted by removing the blank values.