Lottery format scams are some of the hardest to bait, a lot of them wont entertain you in any way and will drop you the moment they know they're not getting any money from you, nowhere as easy as trunkbox or money recovery scammers etc.
But you can still have a bit of fun with some of them, a nice easy one is to go along for the first 2 replies, obviously sending fake details and fake bank account info etc, then when it's time for you to send money to them via Western Union, ask them for a scan of the cheque they'll be sending you, some will send a cheque scan, others wont entertain doing that, I've had a few before who did. Once they send the cheque scan (if they do), wait for a few days and send them a reply back saying something along the lines of this.
Thanks for the cheque, I printed it off and took it to my bank, it has now cleared, would I be correct in thinking that I shouldn't really have to pay you your fee, as I now have the money? Send them some photos of the new car you just bought, a nice new Ferrari should be fine, tell them all the fun you're having at many parties, buying houses and giving money away to friends
Some of them get really pissed off with you when they think you have the money and wont send them their fee, then you can send them some forms to fill out that are required at your end before money can be sent and so on, some lottery scammers wont bite at all, and will just hurl insults and Igbo curses back at you, but those who do are fun