Aside from politely saying "no thank you" and giving them back, some tips from me, a lowly corporal who has had to play sgt on more than one occasion:
Make their jobs easier. Whatever it means make their jobs easier. If its deflecting BS from above, it it's fighting for better training, whatever it is make your people's jobs easier.
Don't be afraid to tell someone they stink and need to fix themselves. Only if they do need fixing.
Show them how good decisions get made. Share with them your thought processes and help them to see the big picture of events. I never got this sort of training from my sgts and it was like good decisions were based on magic or a crystal ball. Make them the next sgt so when you move up, you don't have d bags working for you.
I'm game though....
Former Certified Super Glock fixer