Hmmm...so many possible answers to this one, it's hard to know where to begin...first, I question what counseling she is talking about. I have heard of requesting parenting classes, but counseling for what in your case?
Beyond that, you could tell her that you <i>and your new wife</i> would be HAPPY to attend counseling meetings with her.
(although if it were brought before a judge, they may or may not tell you that your new wife is not a party to the matter)
You could simply tell her that you absolutely REFUSE to discuss ANYTHING with her other than the children, and if she phones and starts on anything else, tell her "that's not something I will discuss with you" if she persists, <b>hang up immediately</b> and keep doing that. Eventually, she will get the message. You could record the conversations, too, just check if you are in a one party, or all party state. If you are in a all party state, be sure to tell her that you are recording the conversations. That in itself may be enough to deter her!
I'd say send mail back marked "return to sender" but you can't open it first if you're sending it back, and you may inadvertantly send back something important. Also, she may be able to use that returned mail to show that there is a lack of communication, which could potentially affect your custody. Probably not the best idea.
We've had this problem ourselves, and it is pretty horrible. You feel invaded and there is little you can do about it. (My dh's EX once called 16 times in one hour, long distance to tell me that she was broke. I finally told her that if she'd get the H*LL off the phone and stop making long distance calls, maybe she'd have some money!!!!)
As for filing harrassment charges, keep a log of phone calls that are harrassing (time, date, content of call.) In order to have the phone company pursue the matter, you must call and report that there is harrassment, then <i>after you've called them,</i> they will need to document at least 3 calls (I think within a month) and then you will be able to pursue the matter against her. If you don't press charges, I don't think they will be willing to follow up in the future should it get worse. As for the letters, keep them. They are also documentation.
I certainly sympathize with you on this matter.
Good Luck!