At this time, replies to notes cannot be turned off on the web or the on the Substack app. Unlike a Chat thread where you can turn off replies or a publication post where you're able to lock comments, users can continue to leave replies on your note.
However, you can delete a reply by clicking on the three dot menu and selecting "Delete".
Note: If you block a user, their replies will be hidden from your view. However, other users will still be able to view their replies.