Should I open the letters and contact the agencies, or is there another way?
Cross through the address on the front and write (on the front) "RETURN TO SENDER - NO LONGER AT THIS ADDRESS". If it's got a return address on the back then circle that. Stick it back in a post box.
The post office will deal with it and get it to the original sender (opening it if required).
They may try again a few times but eventually they'll get the message and stop trying to write to the person at your address.
Cross through the address on the front and write (on the front) "RETURN TO SENDER - NO LONGER AT THIS ADDRESS". If it's got a return address on the back then circle that. Stick it back in a post box.
The post office will deal with it and get it to the original sender (opening it if required).
They may try again a few times but eventually they'll get the message and stop trying to write to the person at your address.
https://www.citizensadvice.org.uk/consumer/post/post/problems-with-post/stop-getting-someone-elses-post/