before you take any action you have to ask yourself a few questions.
1. are they physically harming or compromising the safety of any individual in the group?
2. are they stealing, vandalizing, or somehow ruining anyone's costumes or personal belongings?
3. are they verbally abusing any individuals, member of the group or otherwise?
if the answer to any of these questions is yes, you should politely ask them to leave the group, or change their behavior so that they are no longer being harmful towards others. if they don't change their behavior or if they continue showing up, contact the authorities or anyone who can help you solve this issue.
if the answer to all of the questions is no, then you can still ask them to change their behavior or leave the group. if they don't, then you should probably find a new place/time to meet, so that they will stop bugging you.
this is a tricky situation, and i hope everything works out!