As a postman, my comments.
Squarebears answer, you will probably be required to pay.
Veryhelpfuls is fine - by writing direct you stand a chance of reducing it from regular senders. Mind you, you also run the risk of getting stuff sent to you, having given them your details.
Shylock, yeah this is what you should do, but it won't solve anything. Dead letters don't have the importance they used to and they may get destroyed without the sender being aware. Just one thing, IF you do this, help the postman out by not saving them up and posting them all back in one go.
Heathfield - sorry, don't worry about destroying it if that's what you want to do. Once it is delivered to the correct address, that's it, job done. Once it is through your door, you can do what you want.
As for what I'd do, I'd open them to see if there was anything iffy I should worry about. If there is, deal with it, if not, bin it and think no more about it.