Yes. By default anyone can comment on your reviews and lists, but you can update your settings to allow only people you follow to comment, or disable others from commenting at all. You can override your profile default on any individual comment thread if you wish — for example, to close comments on a single review but leave others open to replies.
In addition, as a content owner you can also delete comments made by other members on your reviews and lists. If needed, you can block specific members from commenting on your content in future.