Let $V \in \mathcal{O}$. How can we show that if $V \in \mathcal{O}$, then $V$ admits a direct sum decomposition $$V = \bigoplus_{i=1}^{k}V_i$$ such that each $V_i$ belongs to a block while $V_i$ and $V_j$ do not belong to the same block for $i \neq j.$
A proof will be highly appreciated.
Let $Z=Z(\mathfrak{g})$ be the center of $U(\mathfrak{g})$. For a central character $\chi:Z\to \mathbb{C}$, define $$V_\chi=\{v\in V\mid (z-\chi(z))^Nv=0\mbox{ for all }z\in Z\mbox{ and }N>>0\}.$$ Then, $V_\chi$ is a $\mathfrak{g}$-invariant subspace since, for $z\in Z$, $x\in\mathfrak{g}$, and $N$ sufficiently large $$(z-\chi(z))^Nxv=x(z-\chi(z))^Nv=x0=0.$$
Moreover, $V_\chi\cap V_{\zeta}=0$ if $\chi\neq\zeta$. Indeed, choose $z$ such that $\chi(z)\neq \zeta(z)$. Assume $v\in V_\chi\cap V_{\zeta}$ is nonzero, then there exist $M,N>0$ such that \begin{align} (z-\chi(z))^{N-1}v&\neq 0\\ (z-\chi(z))^Nv&=0\\ (z-\zeta(z))^Mv&=0 \end{align} Now, set $v'=(z-\chi(z))^{N-1}v$. Then, $zv'=\chi(z)v'$ and $$(z-\zeta(z))^Mv'=(\chi(z)-\zeta(z))^Mv'\neq 0$$ since $\chi(z)\neq \zeta(z)$. But, \begin{align} (z-\zeta(z))^Mv'&=(z-\zeta(z))^M(z-\chi(z))^{N-1}v\\ &=(z-\chi(z))^{N-1}(z-\zeta(z))^Mv\\ &=0, \end{align} a contradiction. We now conclude that $V=\bigoplus_\chi V_\chi$, where the direct sum is over all central characters. Note that only finitely many summands can be nonzero since $V$ is finitely generated.