Option Explicit

Sub FillBlanks()
Dim rRange1 As Range, rRange2 As Range
Dim lReply As Integer

    If Selection.Cells.Count =  1  Then
       MsgBox "Нужно выделить несколько ячеек", vbInformation
       Exit Sub
    ElseIf Selection.Columns.Count >  1  Then
       MsgBox "Нужно выбрать один столбец", vbInformation
       Exit Sub
    End If

    Set rRange1 = Selection
    On Error Resume Next
    Set rRange2 = rRange1.SpecialCells(xlCellTypeBlanks)
    On Error GoTo  0 
    If rRange2 Is Nothing Then
       MsgBox "Выделеный диапазон не содержал пустых ячеек", vbInformation
        Exit Sub
    End If
    rRange2.FormulaR1C1 = "=R[-1]C"
    lReply = MsgBox("Преобразовывать в значения?", vbYesNo + vbQuestion)
    If lReply = vbYes Then rRange1 = rRange1.Value
End Sub