First received a message saying "how much would youend the auction early for"

Duuuhhhh, the price it says for buy it now!

So then i get a mail back saying

"Hello,
I am located in Spain.
I will pay xxxx GBP (£70 more than the buy it now price! nat) to cover the shipping cost with UPS Express.
I want also to ask if it is possible for you to accept a secure third party
company for this deal.
I reccommend the ebay transactions office service for a safe and secure deal for both parts.
i will also pay the ebay fees for this.
i will send the money at ebay transactions.

When they have received the money, they will contact you with the transaction info.

After you are assured that the item has been paid, you will send me the package with UPS Express.

After package sent you will receive the money from ebay.
Thank you."

Have replied asking for details of this "ebay transactions" company (obviously a fake as ebay only reccomend Escrow.com and a few other escrow sites).

Any ideas for annoying this scammer?