You could try scribbling out the address, put ‘Not wanted, return to sender’on the envelope, along with ‘Please remove me from your mailing list’ and stick it back in the post box.
Printing off some sticky labels and putting those on would speed things up, too.
Trouble is, once your name is on these lists, they get sold amoung the various people who do mailings, and it’s very difficult to get it stopped completely.
One point, when you blank out the address on the front, don’t cover up the little dotted square to the right of the bar-code thingy under the address, that looks like a QR Code; that will be scanned by the mailing house to update the list, in fact that’s exactly what I’m doing for a bunch of charities at the moment.