I had a similar issue with our local JWs in Perth.
Really lovely guy and he would come around with his now wife and other family, etc. and we had great conversations and they would come around every time they were in the area.
But I really wanted to make sure that while I enjoy theosophical discussion and am always keen for that, that any attempts or thoughts they had about conversion were going to be nothing more as a waste of their time, as I am quite happy and fulfilled as pagan. There was also conversation that given what 'they' (the JW teachings) think bout paganism and what I beleive, then perhaps they would be more comfortable leaving and not returning.
They chose to respect my faith it was great. Really nice and lovely people, happy to ask questions and hear the answer too not just try and preach at me.

So I think definitely be honest - but leave no room for ambiguity on how steadfastly you are set in your faith - and if they then choose to come back, that will be your answer.