One simple solution is to set up a 'message rule' which spots anything with XXX in the body of the message, and moves it into the 'deleted' folder.

If you also set your preferences so that the 'deleted' folder is automatically emptied at the end of a session, and you'll get rid of a large percentage of the gunk.

It's not a complete solution, but it helps.

I always avoid 'replying to unsubscribe' for reasons already mentioned by others - if you ignore them, they eventually go away!