Physically destroy using whatever method you prefer (preferably something fun) and throw away.
What else is there to do?
they do contain strong magnets which are, IMO, worth salvaging.
A long time ago I would collect the magnets before discarding. Then it occurred to me that I've never had any use for them, so they were just more junk in a box.
They're cool, but I don't bother anymore - usually when I need neodymium magnets I need a specific size or shape anyway.