It would probably be wise to confirm that a suspected scammer is actually a scammer before you make any attempt to sabotage their operation. One way to confirm this would be to disguise some kind of file on your VM’s desktop as something they wouldn’t be able to resist stealing. Something that’s labeled as financial or identity information of some kind. I would also advise that you take precautions against a scammer being able to turn the tables on you with whatever remote support tool you’re using to delete their files.
I agree, I always make sure to leave fake random phone numbers and identity info in a supposedly ‘confidential’ folder so that I can lure the scammers into copying or stealing it. This way I can actually criticize them when they start getting defensive with seen evidence.