I had two directory links to one of my sites, and they demanded payment to remove. I instead forbid them access via my htaccess file. Their CMSs periodically check the links - when they can't access your site, they assume the link is no longer good anymore. One actually notified me that I needed to fix my link or be deleted from the directory, LOL. I was deleted within a week.
So any method that blocks their bots from reaching your links should eliminate at least some of them (it worked on both the ones I had, but I have no idea if it works on most or all).
Then I would consider disavowing them, although there's mixed opinion on that. But when the form asks what you've done to remove them, you can describe the forbidden access trick and the fact that you can't afford to pay them for removal (and I expect Google will be sympathetic to that, since you've clearly done what you could for free).