I love the DX ops who say, "W9LID, your call is not even close to K6-question-mark. You will never be in my log so long as you continue to call over the station I am trying to work. Now, K6-question-mark, please try again."
It has been my experience that many DX stations take a much simpler approach...
Today on phone I heard a station from Kuwait calling. I had worked this station before, but has never been confirmed. So as I was listening, the DX station heard someone tuning on the frequency and announced specifically to the tuner-upper that the frequency was in use and asked him to QSY. In addition to this, many stations (all US stations from what I could hear) kept calling after he had begun his exchange with another station.
So how did he handle this? After he completed his contact, he simply did not call QRZ again and disappeared!