I agree with the above responses. At this point, you don't owe them the time of the day. What's going to happen if you don't come in that hasn't already happened. If you are no longer an employee, they can't make you do anything any more than they can make a man on the street do something.
The only thing that I would do here is send your former employer a letter indicating that your final paycheck (if you have not received same), any COBRA info, if applicable, and 2011 W-2 form, when available, should be mailed to: (insert address).
If they contest your claim for UI benefits, you fight that battle with the UI folks. Don't inadvertently give them any ammo that they might shoot back at you. Signing something might, in fact, do exactly that.