You realize this is going to cause carriers to allow the number to send more spam, because it looks like engagement. The best thing to do is to report the offending message to 7726 (SPAM) so the carrier can take action. You can also file complaints at the FTC and FCC websites, but that takes a bit more effort.
Yes, the very last thing to do is respond to spam (calls, email, text...) and inform that you are eligible to more solicitation.