My suggestion would be to hide the ball every time it comes over the wall for a while. When they peer over the wall or come to the door tell them you'll have a look and throw it out when you find it. Pretend to be earnest about it.
Then make a cup of tea, sit down, read the paper.
After a while (15 or 30 minutes) throw it back over the wall.
Next time it comes over the wall, repeat, but make it 20-40 minutes. Keep the waiting period long enough to cause them to get bored with the wait, but not long enough that they think it will never come back. Every so often make it a really long wait, but do make sure to give it back.
Eventually it will dawn on them that it's not worth the wait. They know they will get their ball back, but they will probably think of something else to do while waiting. Most importantly, they will be less likely to think of you as the person who put the grease on the wall, punctured their ball, refused to give it back, etc . . . instead you will be the person who *does* give the ball back after looking for it. I think that is most likely to generate the circumstances where they simply move on to some other field, or start playing indoors, doing something else other than putting balls over your walls.
z