In my part of the USA, someone showing up to your door threatening you would likely result in the resident brandishing if not "defending" themselves. It's probably not a coincidence that I've never heard of this collection tactic in the Midwest.
But I was thinking somewhat along those lines, take a picture of the perp while keeping one hand close to my concealed gun. And you could well be generally right, I'm pretty sure from some of the snail mail I get or that shows up in USPS Informed Delivery that some of the past residents of my current location are dodging bills, but no one's every showed up to my house, nor have I ever heard of it happening around here.