My mother in law has been scammed twice by someone pretending to be HMRC about a tax refund the first time, and DVLA saying her car tax is overdue the second time. She's not someone that you would naturally see as vulnerable or naive or anything. I think some people just go into autopilot a bit too easy sometimes.
My mum has thankfully still got all her mental faculties, lives alone, manages her own money, etc.
Nonetheless, she adopted a tactic a few years ago of pretending that one of her sons has to authorise everything.
This covers both telephone and at door cold callers. She adopts something like: "Oh, well, you'll have to speak to one of my sons about that. They sort all that out for me." in a suitably trembling voice. Touch wood, has worked so far.