I believe the only stablecoin that is "uncensorable" is the old MakerDAO DAI (pegged to USD with vaults overcollaterised with other tokens). Not sure if there is a lot of liquidity left.

Its successor USDS has implemented all the mechanisms to censor some addresses but if I remember correctly this hasn't been activated yet.

All the other ones: USDC, USDT, EURC and the ruble one can be whipped out easily. So more risky for them than good old dollars.

Please correct me if I missed something.