If they had broken into your home they would have been guilty of breaking and entering. If the Police didn't stop them then they would be aideing and abetting to the crime. The best thing to do in this situation is to pay with a credit card and sign the receipt with the words signed under duress. Then claim the money back from the card company. Did you get the police's numbers and i.d. if so follow it up with the chief superintendent and if you get no joy then write to your local mp.
All in all don't let these people intimidate you, remember the police are public servants and have sworn an oath to uphold the law and protect the public.
There are no strangers on this planet, just friends we haven't met yet.