‘I am sorry, the person you want to speak to is on the phone’; another favourite is, ‘He is in a meeting’, or ‘The person you would like to speak to is out of the office’.
‘Could you give me your phone number and I will get so-and-so to call you back.’
As soon as you hang up, you can be assured in most cases that will never happen, no matter whether it be a private company, government department, or an individual for that matter.
If you give a mobile phone number, there is even less chance of a call back.
It can be annoying as the matter could be important.