" called them back several times to bother them,"
NO, we shouldn't!
If they are a legitimate company, then they would not be calling so many people who are on the DNC list and they would have a way to opt out.
That means they are illegitimate.
By calling back, all you are doing is confirming that they reached a working number so they can call you again.
Some of these scammers spoof the Caller ID so when you call back you are not reaching them but an innocent party - or a disconnected number.
There is no benefit to calling back.