Don't threaten them, just tell them they sound like a Paki.
Where's the fun in that, but I have gotten a little creative and used a fake business where I replied, "This is Jew Exterminator Wipe Services. How may I help you?"
This dude actually was interested. "Wait? You kill jews?"
"Yes. We also provide oven cookout parties, gassings, and Hitler themed birthday parties."
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