That's really one of the most frustrating things about difficult adult children - they won't listen when you're trying to help them with some advice. And they keep doing the same things over and over. Every time with the same result. But they don't learn from their mistakes.
Like others have said, you have to be ready to follow through when you set a boundary - so pick your battles carefully.
Going with the theory of less is more when communicating with difficult adult children is probably the way to go