The danger of not opening the door is they have the right to enter anyway with a warrant as long as they compensate for any damage and secure the premises where they are unoccupied or the occupier is absent http://www.legislation.gov.uk/ukpga/Eliz2/2-3/21/contents
Even though you have no contract, under the Utilities Act 2000 sched 6 you have what's called a deemed contract due to your using the electricity http://www.legislation.gov.uk/ukpga/2000/27/schedule/4
Under their licence they're supposed to offer a number of payment methods including prepayment meter and give you advice on using electricity more efficiently and take all reasonable steps to ascertain the your ability to pay. Unless they have taken all reasonable steps to recover charges through a prepayment meter they cannot disconnect. They must also ascertain whether or not there is a 'vulnerable' person in the household as there are restrictions with regard to disconnection of pensioners and chronically sick or disabled people http://epr.ofgem.gov.uk/document_fetch.php?documentid=15906
. Their Codes of Practice, required by the licence may go further than the licence obligations on this.
Essentially, they should have to prove to a magistrate that they had 'taken all reasonable steps' in this process before a warrant could be issued. Then they have 28 days to execute.
The legislation is strong on warrants where an offence has been committed e.g. meter-tampering but seems weaker on warrants for non-payment.
You might be better off using A4v as it is possible (probable?) a magistrate will not know enough about the specific legislation to protect you , even where they were inclined to do so.