At https://piefed.social/user/settings you can now choose who is allowed to PM you.
The default value is “This instance” which will cut you off from PMs from all other instances. We’re currently dealing with a bit of gore spam but once a more long-term solution is found a more relaxed default should be possible.
Months ago when I made it possible to designate trusted instances there wasn’t any functionality associated with that status so I didn’t put much thought into it. I’ve added them now.
Makes sense!