Oh boy - the previous incarnation of the scam included sending a postal receipt as a proof that the item was returned due to a failed delivery; the thing is, he gave several people the same return receipt reference number, which came to light as a result of sharing the details and was for delivery to him of another item entirely.
As far as Action Fraud goes; whether or not they decide to proceed is one thing, but you do get a crime reference number and also the possibility of centrally linking your case with others.
As ever, the advice is never use Friends and Family to pay for things (unless you really do know the person); the art of the con-man is to convince you that they are kindred spirits and if you assume the good in people then you are easy meat for them.
Similar caution applies to paying by bank transfer, but (some) banks may take action to reverse the transaction (with the aforementioned crime reference number) and get the recipient's account frozen.
Whilst of course there are many more genuine folks about than fraudsters, you simply have to take the risk of their being affronted by refusing unprotected payments; I have had something not go through because of that, but I stand by my rule.