What can a scam do with your wallet address

If a scam company has your exchange wallet address what are they able to do with it. I have been toying with a scam call that says they have retrieved funds for me and need an address to send the crypto. I am just trying to waste their time as the more time they spend on me the less time they can spend trying to scam others. I have kept them going for a fair while but have reached the point where I can't hold off any longer in giving them an address but am worried that there is something I am missing.