If I want to add a simple little block (HR tag) and I put the hr.yml in blueprints/blocks/hr.yml and the snippet in snippets/blocks/hr.php can I simply add it to the fieldsets, without listing all the default block types? That would be super handy! Or Should I put such a block in a Plugin?
You don’t have to put it into a plugin, but you would have to list all fieldsets in addition to the custom block. You can, however, define a default configuration.
How and where would I define such a default configuration, and how would I set this default config to be used on a specific block field?
In your config, see the blocks field documentation. The default configuration should be applied automatically.
ah ok, now it makes sense. 
I had a look at it, but I was just looking at the section 03 Defining Fieldsets.