I've had decent luck with saying straight out at the start of the call "I know this is a scan. I am on the federal Do Not Call list and will be reporting you. I'm hanging up now" and then hanging up. My intention is to get my number marked as having a low probability of converting; if you lead them along they might think a few more calls will give them a decent chance at profiting. I also feel sympathy for people whose best option is telephone scams.

Note: I'm lying about Do Not Call. It's just another way for people to learn your number has a real person behind it. But the synchronization between the Federal list and internal systems of callers is a shitshow so actually reputable mass dialers will just assume they missed you and add you to their internal list. (Edit: So of course I don't report people. Even if I was really on the list, that takes time and has essentially no return)