Tel,
It sounds to me that you have done just about everything you can in WLM2012 to accomplish your purpose. The only other thing is to check on the Safe Senders tab (Options > Safety Options > Safe Senders) and see if the box to trust email from Contacts is selected. (I imagine it is by default.) From that point on all new incoming mail from contacts and other specifically selected 'safe senders' should make it to your inbox, while all other mail
should be discarded -- unless WLM only discards mail specifically designated as a 'blocked' address while leaving other general 'non-contact' email in the junk folder. ?? If that's the case, it can certainly be a pain to add each spamming (or other unwanted) address to the blocked sender list!
If all these settings changes to WLM don't work as you wish, perhaps the thing to do is try to have mail from one or two of your email accounts forwarded or POP'd to the one that has the best webmail options for junk filtering. That account (Gmail?) can perhaps manage the mail so that only mail from contacts or other approved senders will be in the inbox. Then WLM can download everything in the inbox of that one account. You would have to tell WLM not to
receive email from the other two accounts. Naturally, if you go this route, you wouldn't really
have to use the desktop client if you didn't want to, since the one web account would function the same way (as a one-stop location for email management). But if you prefer to continue using the offline client, that's your choice!