You said "When they come to the door, I just tell them I'm Catholic... that usually scares them off", so I took that to mean you were Catholic. Since you aren't I'm sorry I stand corrected. It doesn't really matter what religion you may or not be, I still respectfully ask you to stop making fun of them.
I know this wasn't addressed to me (I haven't even posted on the thread!) but I would like to respond if you don't mind.
I will personally stop making fun of JW and Mormons when they do two things. First, when they stop banging on my door 4-5 times a week. Making fun of them is the only thing that spares me from knocking them senseless for disrupting my work (I work from home) over and over and over again. I have actually had two different religious groups banging on my door in the same day.

They seem to think those of us out here in the country need to find their God more than most. Nothing gives me more pleasure than working on difficult code and having the Mormons knocking at my door...for the hundredth time.

My making fun of them is the only way to control my temper. If I don't laugh at the situation, I'm going to get angry.
Second, I will stop making fun of them when they learn the
decency to say, "I believe" instead of telling me "how it really is." That pisses of me so badly I see all kinds of red. Whenever I discuss my spiritual beliefs with another person, I always say, "I believe" and I never say, "this is how it is." To state one's beliefs as "this is how it really is" is the same thing as telling the other person that
they are wrong for believing what they believe. That is arrogant, obnoxious and as far as I'm concerned, anybody who discusses religion in that manner is not worthy of respect and in fact they deserve ridicule for their profound lack of manners. For the record, I find JW to be far, far, far more polite in that way. We get JW perhaps 3-4 times a year, so at least it isn't overkill, you know what I mean? We get the Mormons almost daily. That
is overkill, an invasion of my privacy, and deserves nothing but contempt.
In other words,
when they stop coming to my door and acting like an ***, I'll stop making fun of them...but not a nanosecond sooner.
I'm not a mean person. I have a tremendous respect for other people's beliefs. However, when they fail to respect mine, I have nothing kind or nice to say about them. If it were a few times a year, I could live with that, but the constant disruption is infuriating.