How do you mail it back to sender at their cost?

Some have a prepaid envelop for your response.

Do not open it, and write "return to sender".

This is untrue. For the cheapest classes of mail, (e.g., "bulk rate") it is not returned, it is discarded.

It is true.

I shred those bulk mailings, but I was referencing the many Junk but non-bulk class letters I receive. It makes no sense to write return to sender on a bulk-mailer.

While much Junk mail is sent via bulk rate, Junk in this context refers to the content not to the mailing class of bulk.