I can also confirm this problem. Makes AFKing in nether nearly impossible. Ghast fireballs can come through the cobble, inflicting small amounts of damage and even setting the ground on fire. No openings are available and I am standing in a cobble box. This is an old issue, and can be found listed from 2011 on the Minecraft Wiki talk pages on Ghasts. Please resolve it, its the only bug that messes with my gameplay right now.
Is this ever going to get fixed? Such a longstanding problem and nothing has been done about it.