Hi Velvetee:
First of all, unless he has a County Court warrant, which he must present to you and allow you to read, he has absolutely no right of entry. You are not compelled to enter into conversation or explanation with him, other than to tell him whether or not the person he's looking for lives there.
You are not obliged to send them the electoral roll or to communicate with his office. I'm not teaching you to suck eggs but given the fact that it was so early (a fav time for them), I don't suppose you got his name? If anyone comes back, try to do that.
I'd either ignore it, or, if you feel the need to write to their office (assuming he left the details?) stating quite categorically that so and so doesn't live there and that you will be seeking legal advice should they keep pestering you.
It's also a good idea now to make a written note of what's happened for future reference.
Good luck.