In the UK is it legal to mark junk mail "Return to sender" and put it in the mail box?

There's a better way , it just takes a bit longer . Anything that has been specifically addressed to your house or flat , find out the address of the company that sent it , google is very help full , then send it back to them in an envelope with no stamp on it . Once they realise that they are paying for you to send it back to them , it will soon stop .