There is a blaze spawner right near the top of the "horse ladder" I just built that starts in the main nether station area by the portal. You can walk up the horse ladder by foot too. It's the 74ish y level near the Pella outpost.

At the top is a fenced in backup wall area in case they get out, and then a large 10ish block high boxy house structure that I contained them in. It's very haphazard.

They seem to be safely boxed in, but if somebody who knows what the hell they're doing better than me wants to actually go make a real grinder out of it for U3P usage, that would be awesome. It's RIGHT above our portal (if the grinder gets built, we can of course add normal non horse stairs... or do that anyway. The Mt Augustana foot path should come pretty close by already)

Obviously the box is full of blazes and you should be careful and not let them out everywhere please... If nobody wants to build a grinder I will eventually go make a prettier better reinforced box.

Keep in mind you can't use water like I think you can in the overworld biomes you are used to.