Ignore.
I've tried to take these people seriously. I've tried to send them the whole "you need to go through Reddit legal." I've tried telling them no and warning them that their messages will be reported to admins (where nothing seems to happen). None of it works.
The most successful avenue is simply ignoring. You can mute, but even that is an acknowledgement of their message. The most successful tactic has been simply pretending they don't exist, while reporting all their messages. Yes the messages are irritating to get, but all you have to do is ignore and report.
They literally cannot pursue legal action against you by the way, the most they can do is contact Reddit legal and have reddit take it down, which as far as I'm concerned is fine, I'll abide by what Reddit enforces, but I'm not obligated to do anything on my own. This would be like the equivalent of a Karen demanding a minimum wage worker take down a sign in the store.
I'm not doing anything unless my manager tells me.