Here is my script that I use to update iptables with data. The different files are listed in lists and are hopefully somewhat self explanatory Anything with .list end in the zone folder will be added to the block list. This was initially used to block countries, but you can use it to block anything.

Add update.sh in your cron

Load iptables and ipset rules however you please on start up This is done by the following. Some of my servers have it in /etc/rc.local others have it in /etc/network/interface as post-up script

iptables-restore < /path/to/iptables.save ipset restore < /path/to/ipset.save

There may be a better way to do this, but this works for me on some servers.