Best way is to report them which you can do by clicking "Report to Admin" against that PM.

Making a thread with reports of spam of this kind is good but still I find clicking report against the PM better. Possible that some of mods don't watch this section so will be unaware of this thread. On top of that everytime a thread is open we open it to users posting insignificant posts.

Also I think thread should go into Meta as we are asking for mod/admins action and not DT actions on this