This can be a difficult time, but you need to do it right. If you give excuses that are not true (eg gay depressed) You will need to back them up and build on them in the future, with more lies. Remember, you dont have a problem. For you own personal reasons, you just dont want to associate with them any more. If you give them reasons that make it seem you are weak or vunerable, soon you will have JW's dropping in on you every day. There will be a roster made up to ensure you are getting the support you need to come back into the fold.
In my opinion, take it or leave it, you need to tell them a diluted version of the truth. Then later you can build on it with more real reasons. But dont say anythind incriminating, like "I hate witnesses." Try saying " I just have some personal issues that i have to sort out by myself. I really appreciate the time you spend coming around, but i just need some time and space to work these things through." That will get rid of them for a while, and give you time to build your confidence to tell them respectfully to not call at all.
My wife and i have been out for about 2 years. After 26 years of being brought up in the truth. No witness will really understand why we left them. Our family is only now starting to get pushy for real answers. But the above excuses has given us 2 years of near peace. Let me know what you think.