Good work Bilbo;
How about posting back one of the first letters with "Not known at this address" plastered over the front of it , just to confuse the issue a touch further for them.

Wonder what happens to court proceedings if someone changes their name proir to going and then saying; well it obviously isnt me.
For something light I imagine they'd have to change all their paper work and get you back in later.

Maybe you could write to them anyway and state you have changed your name to ( whatever ) and all correspondance should be from this date made out to that name.
Then if one arrives in that name; you write "Not known at this address". and then send it back.

The fun you can have.