Write "not at this address, return to sender" on the envelopes and drop them straight back into your mailbox. It's not your mail to open, throw away, or keep, and doing those things will not help you (and, as has been pointed out, is illegal).
You can also talk to your mail deliverer, or simply tape a note inside your mailbox that says something like: "No other residents besides [Slackmax], and see if it stops them delivering to you. If that doesn't work, contact your local post office and ask how to stop receiving mail that isn't addressed to you.