I'd go the heart strings route - tell them that you have been made redundant and that you are unable to meet your everyday outgoings and therefore regret that you must cancel all non necessary items including sky tv & membership to the gymnasium.
Inform them that you understand that it was a yearly contract but that due to your circumstances, can they please accept early cancellation as it would help greatly in current circumstances.
If they say no, then just ignore their letters, if by the really odd chance they do take you to court, show this letter and no judge in the country will award against you - their solicitors will have told them that in any case.
If its Jackie Skelly, they may not play ball, but most others will.