A safe way to transfer air dropped NFTS???

As the title says, does anyone know a safe way to transfer air dropped (scam) nfts and even air dropped (scam) coins to the burn address?

The amount of scams out there are ridiculous.

I have just bought a new ledger and have just set up a new wallet on it. I transferred my coins to the ledger and within a day some one air dropped me a scam NFT.

I have not interacted with it and I will not until I find a safe way to do so but i've looked around but can't find any answers for the ETH Network.

All help is appreciated.