For all you letter snaffling dog owners, I think you can get wire cage things that you fit to the inside of your door to catch the post before your mutts do.

I always try to avoid situations that could encourage/reinforce unwanted behaviours in a pup ..... at least until you are getting near to having a fair degree of control. So just don't put pup in the situation.
Probably quite exciting to a pup when letters plop from nowhere.
Agree with MS that it is quite difficult to correct when you are not around but when you are there make sure you collect and if dog attempts to get there first, make sure you are between mutt and post and give a firm "no" or "leave" ..... by 6 months your pup probably knows the command.
We had a 13 year old Flattie that despite being fully trained and very obedient would empty and shred the contents of the kitchen bin if left during the day, though never at night.

Never looked at it if we were there. Just picked the bin up and placed high up when we went out.