If you have enough free time to do it you can but you can't just be doing this everytime there's someone trying to hack you since they keep coming no matter what we do. I find it as a complete waste of time not unless if you get paid for doing that but for doing it just to scare them is not enough.

Best way to avoid these scammers is to not to entertain anyone or someone that you don't know or having no business with especially to those who doesn't have enough reputation to be talking to you. They could be a potential scammer just trust on your instinct if you have had enough experience with these scammers.