Unless I am missing something, even if they change ports they would still be blocked. Generally speaking you only have certain ports open (web, mail, ftp, dns, etc.) so if they change to a different non-standard port for their particular app it will still be blocked. If they change to a standard service port that is opened then another service should already be listening on that port and the offending service should not be able to start.
As someone else said, don't give them shell access to start with
Moe