Those days, I have a lot of companies reaching me directly on my professional mail to sell to me their shit. Should I randomly visit one to ask for an explanation in person?

Ask how they got your contact information
Ask Who their DPO is.
Ask whether they got proof of you granting them permission on using your contact information for commercial purposes.

Plan your actions according to their answers.

GDPR is a bitch.

Report them as spam (and maybe to the provider they use to send that email).