My particular gear grinder are envelopes that have no company name on them. This is obviously designed so that curiosity will trick you into opening the junk. Saga is the latest offender practising this trick. I just look up the address and send it back, but why is there no legislation that requires companies to identify themselves on envelopes?
You could lodge a complaint with the Advertising Standards Authority about the junk mail. Section 2.1 of the 'CAP' advertising code states that
marketing communications must be obviously identifiable as such. If there's nothing on the envelope to indicate that it contains an advert the sender is in breach of code.
The Advertising Standards Authority is a self-regulatory organisation. It's run by the advertising industry and doesn't have any enforcement powers. That said, senders such as Saga will almost certainly comply with any ruling against them. And after the Advertising Standards Authority has looked into the case you could still return the junk mail to the offender!
It's worth mentioning that section 2.1 of the CAP code applies to both addressed and unaddressed junk mail. One particularly nasty junk mailer is Top Code. They regularly stuff their junk adverts in completely blank envelopes, obviously hoping that you'll be curious enough to open it.