I think that you should spend several months ****ing with them by moving your mailbox, putting it against different walls, turning it around so that the slot is blocked, etc. After this goes on for a while the Mailman, while not scared, will feel uneasy about coming to your place. This is when you can move on to phase two.
Follow them home and raid their trash to find their name and the names of anybody they live with. Leave, on top of your mailbox, a letter addressed to him perfectly but inside just leave a blank piece of parchment with half of a sentence written down. After that leave pictures of their front door and other similarly personal messages in your mailbox.
Keep this going for about a year and then one day put your mailbox on their front door while they're away delivering mail. Set up a webcam across the street and watch them flip their **** at the haunted mailbox.