The default firewall in esxi does not stop ICMP. It is allowed by default .
I am not aware of any easy method of stopping this .
if you have distributed virtual switch ( DVS) license , then it has a feature called traffic filtering where you can set ACL's at portgroup level . That can be used to stop ICMP traffic. Refer vSphere Distributed Switch, Traffic Filtering - VMware vSphere Blog - VMware Blogs for a quick reference