You can prevent random accounts from adding you to Instagram Message Groups. This should stop most of the Group Message Requests spam.
Instagram > Settings > Privacy > Messages > Who Can Add You to Groups
NOTE: this setting is present on some accounts, not accessible on others. Your account may not be able to access this setting.
Settings > ...
There are many links how to use FILTERS, as Ruben comments.
The steps are
In Settings > Filters CREATE a filter
just write your actual @domain.com in FROM field of the filter criteria
choose DELETE MAIL in the action
You'll love the world of Filters, even more if combined with Labels if you like easy overview of incoming mails.
Go to the app-version of messenger. Click the chat head in the left upper corner with your own image. A menu appears. Choose message requests. You come to a folder separated in two categories. Choose Spam. These are the messages marked as spam either by you or Facebook. To get it back to your inbox, the only solution I've found so far is to reply to it, but ...