Firstly, be aware of anyone contacting you out of the blue. For any reason. In this case, they may be criminals attempting to ascertain whether you actually own firearms.
Secondly, as others have pointed out, if these people contacting you are demonstrably legitimate ambulance-chasers, how did they know you were on the list? And how did they get your details in the first place?
If anyone rings me saying they are from this or that no-win, no-fee legal company, I will ask them to prove who they are. If they can prove it to my satisfaction (Companies House search, social media search on company directors, website details search etc), I will then ask them to provide in writing proof of the process by which they obtained my contact details.
If I believe that they have accessed in any way the data hacked from Guntrader, I will report that company to the NCA, the regional cyber crime unit dealing with the Guntrader breach and copy in my FEO.
A final thought on this issue: the ICO may well fine Guntrader - their powers have been beefed up so they can hand out some big number fines. It is possible that Guntrader could be forced out of business by the ICO fine alone. So where would that leave the ambulance-chasers (with no assets left to claim against)?