Amazon Marketplace scammer reported - now what to do?

I saw a great (suspiciously great) price on a Nexus 10 on Amazon. The merchant said to e-mail them before ordering. I checked with Amazon whether this was legit, and their take-home message was if you purchase through the Amazon site, everything is guaranteed.

So I proceeded and once I got an e-mail “invoice” from “Amazon” with the address order-reply@live.com with a request to send a Moneygram to Greece, I forwarded all the info to Amazon’s spoofing helpline.

Meantime, the scammer has e-mailed asking if I got the invoice yet. I replied that I got an e-mail from them including Amazon’s invoice, but I don’t see how to pay through Amazon on it.

I doubt I can get to the level of having them send me a photo of them in a funny hat with a rude word drawn on their face, but I wonder if I should fuck with them further. Offer the tantalizing possibility that I haven’t twigged to their ruse, but being dumb about actually sending them the money, etc. to waste their time at least.

What do you guys think, is it worth it to idly string along these jerks for as long as I can?