I got one on the road last week coming out of a diner with one of my techs (who is really sharp and figured out to play along). I got about a minute into a counter-scam with this as inspiration and using my tech "Mulroney*" as a second voice to play in the scam.
First time I've ever been told to < bleep > off by one of those callers and I declared it a victory.
*"Hey, Mulroney, cover the body. Where's that coroner? The widow just pulled up in the driveway." I figured a good Irish sounding name would be a cop.