That's what I do when they persist. I ask personal questions, about their families, where they live and once I called back, got a manager and tried to sell him homade cookies, mixed breed puppies and high heels. I called him 5 times before he let it go to voice mail but they seem to give up when you treat them like that.
I love that!! I'm gonna try it! When they call my uncle, he plays with them, too, calls his wife and tells her they've won something. He then goes on asking the telemarketer what they've won, keeps it up 'til they hang up, LOL