Once they've identified who they are, say you don't require a licence and close the door.

To give some indication of how harmless they really are, have a look at one of my first Reddit posts (particularly the part about why it's not wise to enter into conversation or let them in)

We did, more than once, tell them that we don't require a licence at this address, but that did nothing. We took them to court in our previous address for harassment (and won, though there were a particular set of circumstances involved that I won't get into). But as soon as we moved, it all started again and it's been so much healthier to simply ignore them (and use the white envelopes as coasters).