You can easily play along with them. Make them merry go around to occupy them as much as possible. This kind of scam mostly use mass mailing and if 0.1% of the recipient take them to tasks, they would be too busy to scam anyone else.
Check these funny prank out.. good way to pass time when you have free time and nothing better to do. Plenty of such prank ideas on youtube.
But I got no time to play with them, unless I can think of a way to scam them back.......kakakakakakaka