I have my--umm--secretary send them a form letter telling them that I can't possibly respond to all my fan-mail, but that I do try to read as much of it as I can, and how grateful I am to them for their support.
Readers of fiction like authors who have a bit of a mystique about them. It pays to keep your distance. It's like playing hard to get with a girl. Ignore the hell out of them and it just makes them more interested in you.
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