Read the article about hackers stealing everyone’s money in GTA V.
Well I have found a way to block other players from joining your session so you never have to worry about some douche canoe griefing you while you’re trying to run your business. Go to your firewall and block the following Destination UDP ports:
Set your source port to Any.
Now they claim friends can still join your session directly if they try to but I haven’t tried yet.