I answer them and, if I have time, I mess with them. If I don't I select the opt out option.

Being on a list may not help as most of these calls are initiated over the internet from other countries who either don't care about or have access the National Do Not Call Registry.

You can also get an app such as True Caller that will help block them.

However, I believe that using the opt out feature is the best way. Just like the Unsubscribe link in emails.