I think the thing with cold callers is to give them absolutely no leverage at all or a handle they can then manipulate, so I always say as politely as I can "my security/roofing/guttering/broadband is none of your business I'm afraid". It's possible to say this courteously and with a smile but firmly. I think it's a mistake to say "it's a bad time" because they'll then say "when is a good time?" Or to say you are cooking or dealing with kids, it's too much information to give them, give them a blank facade so they have nothing to work with. And then say 'thanks, bye' and close the door and don't engage further.

I agree with the thoughts expressed that able and mentally alert residents can handle themselves with cold callers but there are many vulnerable people who can't. Whilst technically not illegal there is still such a thing as best practice, and this practice certainly falls short of that.