Do I have to show or prove my identity to bailiffs?

No

Nothing in enforcement regulations requires any member of the public to show evidence of their identity to an enforcement agent.

If the occupant tells the enforcement agent to leave quietly, the enforcement agent is now under a duty to leave with all reasonable speed.^[1]

Enforcement agents do not have a right of entry for force to satisfy themselves if the debtor does not live at the address.^[2][3]

^{[1] Morris -v- Beardmore, in the House of Lords 09 Jan 1981
[2] See Neil Tunstall vs Direct Collections Bailiffs Limited (DCBL) and Mr Hussain
[3] See also: How do I prove I've moved and the house is now my ex-wife's?}