This is something that has occasionally happened in the past, and has got worse since I started using Yosemite in the last month, but right now I can hardly use Spam Sieve at all as every time I mark mail as Spam Mac Mail hangs. It does come back if i’m prepared to wait several minutes, but in the last 20 minutes I’ve had to re-start it 5 or 6 times.
I find Mac Mail on Yosemite very annoying at the moment, due to general difficulties, but Spam Sieve is area I would like to get working in particular.