Nuclear spin polarization can be pumped into spin-blockaded quantum dots by multiple Landau-Zener passages through singlet-triplet anticrossings. By numerical simulations of realistic systems with 10(7) nuclear spins during 10(5) sweeps, we uncover a mechanism of dynamical self-quenching which results in a fast saturation of the nuclear polarization under stationary pumping. This is caused by screening the random field of the nuclear spins. For moderate spin-orbit coupling, self-quenching persists but its patterns are modified. Our finding explains low polarization levels achieved experimentally and calls for developing new protocols that break the self-quenching limitations.