You can tell them that you are petitioning for bankruptcy, but that probably won't stop them bothering you until then. If anything, it might make them bother you more - they're more likley to get some money out of you now, than after bankruptcy because once you are made bankrupt, your creditors cannot pursue you further. All of your assets are owned by your Trustee in bankruptcy and the Trustee deals with your creditors instead.
Baillifs do not have a right of access to your home. They have to make 'peaceful entry' i.e. you have to let them in. Don't leave any doors or windows open or unlocked, and don't let them in your house. They might try and ask to come inside to make a phone call or because it's more private - don't fall for it. If you let them in once, they can 'break-in' in future as you are deemed to have given peacful entry consent already. Even if the baillif calls the police, it is a civil matter and the police cannot force you to allow the baillif to enter - they are just there to prevent a breach of the peace.
Have a look at the link below for further info. There is also a section on baillifs' rights - what they can and can't do etc. Very informative.
If in doubt, speak to the insolvency helpline, Citizens Advice, Nationaldebtline or Consumer Credit Counselling Service. All offer free advice and are very good.