Lloyd, the local BATF office didn't answer their phone so I just sent them an email with the USPS tracking number, originating and destination addresses, gun information, and USPS tracking info. I also reported it to my local police. As I said, BATF never responded but tracking showed the gun starting to move within a few hours of my email, and it was delivered the next morning. Again, that might have been coincidence - I don't know that my reports helped.
I had intended to send the package registered mail but was told at the PO that a registered parcel must be sealed with paper tape, not plastic, for the necessary stamps to show.