Don't overwork this tactic, though, because while it will discourage the requests, it won't give the situation any visibility.
So anytime the request will require more than, say, a half-hour of effort on your part, politely instruct the requester how to make use of the service desk to ask for assistance. For requests that would take more than four hours, direct them to the enhancements queue request procedure.
Doing so has a number of salutary effects. First, it makes all in-house support of the outsourcer visible to IT management. Second, you establish yourself as a team player, working within the formal procedures established by IT management to make the organization more effective.
It also helps the outsourcer become more effective. Right now, many among the outsourcer's staff find it easier to get you and your colleagues to do some of their work for them than to learn how to be self-sufficient. By making yourselves less available, you shift the "convenience threshold" to a different place. Many will figure out that by learning a few things they won't have to wait for you, looking uncomfortably unoccupied as they do so.
And finally, it helps the CIO get more for the company's money, because every time you do the outsourcer's work, the company is paying twice for the same results.
If you decide to take this advice, make sure you avoid publicly gloating over any small victories. This only works if you're clearly operating this way for the most professional of reasons.
The moment it appears to be a personal act of revenge instead, it will blow up in your face.