Short answer; "no".
Blacklists, DNS RBLs and the like reject mail during SMTP transaction. At this point it's normally the sender's mail server that creates the reject message. If you've already accepted the message then the SMTP transaction has been closed. If you fake up a "reject" message (it is possible, not hard) then you need to ensure you're not going to generate "backscatter" (
http://en.wikipedia.org/wiki/Backscatter_%28email%29 ). However the smart person will read the headers and determine it's a fake, and so know you'd spent time and effort (which is what the trolls want).
You're better off just filtering the mail to /dev/null and ignoring it.