First of all, if you are concerned for your safety, you should never hesitate telling the individual to leave and that you are calling the police.
Second, you should always ask for identification from the individual first. Write their name down and the organization they are representing. Do not give them any personal information or copies of any of your invoices or bills. Ask them to provide you with information on their organization so that you can check it out and follow up with them if you are interested.