You could simply tell them that you are a Christian and that Christians obey Jesus Christ.
Politely ask them for their NWT and read this to them:
Place emphasis on the bolded words.
Luke 21:8
He said: "Look out that YOU are not misled; for many will come on the basis of my name, saying, ‘I am he,’ and, ‘The due time has approached.’ Do not go after them.
Immediately ask them if they think; "Do not go after them" is a recommendation or ........... a commandment from Jesus Christ.
Then ask if going after them to their Kingdom Hall would be the right thing for a person to do who is really sincere about his Christianity.
If they persist you can just say; "No, I am going to obey Jesus Christ!"
BTW. this would work not just for the memorial invitation but for every time a JW knocks on your door!
abe