I usually talk to them. It's partly a game and it's partly compassion. One time they read me a passage from the Bible that mentions dragons. DRAGONS! That was a fun chat. I eventually told them I wasn't going to convert and they didn't come back for a long time.
My housemate answered the door to them once. He asked the JW what heaven is like. The JW said it's like a bank holiday every day. Housemate said he hates bank holidays. JW said, "yeah, me too." Then he left.
Give them some cookies. Try to save them as hard as they try to save you. That's my goal.
Lol. I guess I could try to just really overly nice but not give in to their swooning techniques (if that's what you'd call it lol)...